3 papers
math.ST2025
Self-Normalized Concentration Inequalities of Marginal Mean with Sample Variance Only
Zihao Yuan
(This is the third version of a working paper.) We develop a family of self-normalized concentration inequalities for marginal mean under martingale-difference structure and $Ï/\t…
math.ST2025
Bernstein-type Inequalities and Nonparametric Estimation under Near-Epoch Dependence
Zihao Yuan, Martin Spindler
The major contributions of this paper lie in two aspects. Firstly, we focus on deriving Bernstein-type inequalities for both geometric and algebraic irregularly-spaced NED random f…
math.ST2025
Exponential Inequalities for Some Mixing Processes and Dynamic Systems
Zihao Yuan, Holger Dette
Many important dynamic systems, time series models or even algorithms exhibit non-strong mixing properties. In this paper, we introduce the general concept of $\mathcal{C}_{p,\math…