2 papers
math.ST2025
Yurinskii's Coupling for Martingales
Matias D. Cattaneo, Ricardo P. Masini, William G. Underwood
Yurinskii's coupling is a popular theoretical tool for non-asymptotic distributional analysis in mathematical statistics and applied probability, offering a Gaussian strong approxi…
stat.ME2025
Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest
Ricardo Masini, Marcelo Medeiros
Traditional parametric econometric models often rely on rigid functional forms, while nonparametric techniques, despite their flexibility, frequently lack interpretability. This pa…