2 papers
math.PR2025
New Sufficient Conditions for Moment-determinacy via Probability Density Tails
Gwo Dong Lin, Jordan M. Stoyanov
One of the ways to characterize a probability distribution is to show that it is moment-determinate, uniquely determined by knowing all its moments. The uniqueness, in the absolute…
math.ST2024
Improved Catoni-Type Confidence Sequences for Estimating the Mean When the Variance Is Infinite
Chengfu Wei, Jordan Stoyanov, Yiming Chen +1
We consider a discrete time stochastic model with infinite variance and study the mean estimation problem as in Wang and Ramdas (2023). We refine the Catoni-type confidence sequenc…