6 papers
On Catoni's M-Estimation
Pengtao Li, Hanchao Wang
Catoni proposed a robust M-estimator and gave the deviation inequality for one fixed test function. The present paper is devoted to the uniform concentration inequality for a famil…
On De la Peña Type Inequalities for Point Processes
Naiqi Liu, Vladimir V. Ulyanov, Hanchao Wang
There has been a renewed interest in exponential concentration inequalities for stochastic processes in probability and statistics over the last three decades. De la Peña \cite{d}…
Non-uniform Berry-Esseen Bound by Unbounded Exchangeable Pair Approach
Dali Liu, Zheng Li, Hanchao Wang +1
In this paper, a new technique is introduced to obtain non-uniform Berry-Esseen bounds of normal and nonnormal approximation for unbounded exchangeable pairs. This technique does n…
Local Nonparametric Estimation for Second-Order Jump-Diffusion Model Using Gamma Asymmetric Kernels
Yuping Song, Hanchao Wang
This paper discusses the local linear smoothing to estimate the unknown first and second infinitesimal moments in second-order jump-diffusion model based on Gamma asymmetric kernel…
On Bernstein Type Inequalities for Stochastic Integrals of Multivariate Point Processes
Hanchao Wang, Zhengyan Lin, Zhonggen Su
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality…
Central Limit Theorems of Local Polynomial Threshold Estimators for Diffusion Processes with Jumps
Yuping Song, Hanchao Wang
Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator,…