Jonathan B. Hill

activity

20152026

most citedRobust estimation and inference for heavy tailed GARCH

22 citations · 22 across the 6 of their papers we have counts for

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Showing 2025 · math.PRShow all

2 papers · 2 filters

math.PR2025

Symmetrization for high dimensional dependent random variables

Jonathan B. Hill

We establish a generic symmetrization property for dependent random variables ${x_{t}}_{t = 1}^{n}$ on $R^{p}$ , where $p$ $>>$ $n$ is allowed. We link $\mathbb{E}ψ(\max_{1…

math.PR2025

$L_{q}$ -maximal inequality for high dimensional means under dependence

Jonathan B. Hill

We derive an $L_{q}$ -maximal inequality for zero mean dependent random variables ${x_{t}}_{t = 1}^{n}$ on $R^{p}$ , where $p$ $>>$ is allowed. The upper bo…

Symmetrization for high dimensional dependent random variables

Lq​-maximal inequality for high dimensional means under dependence

$L_{q}$ -maximal inequality for high dimensional means under dependence