2 citations · 6 across the 15 of their papers we have counts for
6 papers · 1 filter
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…
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…
One-step Local M-estimator for Integrated Jump-Diffusion Models
Yuping Song, Hanchao Wang
In this paper, robust nonparametric estimators, instead of local linear estimators, are adapted for infinitesimal coefficients associated with integrated jump-diffusion models to a…
Nonparametric Estimation of Second-Order Jump-Diffusion Model
Zheng-Yan Lin, Yu-Ping Song, Han-Chao Wang
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the…
Weak Convergence to Stochastic Integrals Driven by Stable Lévy Processes
Zhengyan Lin, Hanchao Wang
We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting proce…