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math.ST2026
Is the regression -test doubly robust?
Lucy Xia, Oliver Y. Feng, Yang Feng +2
We study the robustness of the -test in random design linear models, and reach a somewhat nuanced conclusion. On the positive side, one of our main results is that the size of t…
math.ST2026
Estimation of the sub-Gaussian Parameter
Jason Liu, Min Xu, Jinchuan Xing
The sub-Gaussian parameter (also called the variance proxy) of a mean-zero random variable is defined as where $L(λ) = \frac{2}{λ^2} \…