3 papers
math.PR2025
Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
In this article, we obtain explicit bounds on the uniform distance between the cumulative distribution function of a standardized sum of independent centered random varia…
math.ST2025
Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
We contribute to bridging the gap between large- and finite-sample inference by studying confidence sets (CSs) that are both non-asymptotically valid and asymptotically exact unifo…
math.ST2024
Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
Rutger van der Spek, Alexis Derumigny
Kendall's tau and conditional Kendall's tau matrices are multivariate (conditional) dependence measures between the components of a random vector. For large dimensions, available e…