:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Huang, Hsueh-Han, Ing, Ching-Kang, Yu, Shu-Hui
Format:	Preprint
Published:	2023
Subjects:	Statistics Theory
Online Access:	https://arxiv.org/abs/2301.07476
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Model Selection for Unit-root Time Series with Many Predictors
by: Huang, Shuo-Chieh, et al.
Published: (2025)

High-Dimensional Importance-Weighted Information Criteria: Theory and Optimality
by: Cao, Yong-Syun, et al.
Published: (2025)

Bounds in Wasserstein Distance for Locally Stationary Processes
by: Tinio, Jan Nino G., et al.
Published: (2024)

Autocovariance and Optimal Design for Random Walk Metropolis-Hastings Algorithm
by: Zhang, Jingyi, et al.
Published: (2025)

Estimating the Spectral Moments of the Kernel Integral Operator from Finite Sample Matrices
by: Chun, Chanwoo, et al.
Published: (2024)

Non-Asymptotic Error Bounds for Causally Conditioned Directed Information Rates of Gaussian Sequences
by: Zheng, Yuping, et al.
Published: (2025)

Multivariate, Heteroscedastic Empirical Bayes via Nonparametric Maximum Likelihood
by: Soloff, Jake A., et al.
Published: (2021)

Bayesian Prediction under Moment Conditioning
by: Polson, Nicholas G., et al.
Published: (2025)

A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
by: Franguridi, Grigory, et al.
Published: (2019)

Adaptive Ridge Approach to Heteroscedastic Regression
by: Ho, Ka Long Keith, et al.
Published: (2024)

High-Dimensional Knockoffs Inference for Time Series Data
by: Chi, Chien-Ming, et al.
Published: (2021)

A Note on "Quasi-Maximum-Likelihood Estimation in Conditionally Heteroscedastic Time Series: A Stochastic Recurrence Equations Approach"
by: Krabbe, Frederik
Published: (2025)

Statistics of Min-max Normalized Eigenvalues in Random Matrices
by: Nakada, Hyakka, et al.
Published: (2025)

Sequential Change Detection for Learning in Piecewise Stationary Bandit Environments
by: Huang, Yu-Han, et al.
Published: (2025)

Finite-Step Bounds for Iterated Correlation Matrices
by: AlhajjHassan, Ishrak
Published: (2026)

GMM with Many Weak Moment Conditions and Nuisance Parameters: General Theory and Applications to Causal Inference
by: Wang, Rui, et al.
Published: (2025)

Autocovariance Varieties of Moving Average Random Fields
by: Améndola, Carlos, et al.
Published: (2019)

On Efficient Sampling Schemes for the Eigenvalues of Complex Wishart Matrices
by: Forrester, Peter J.
Published: (2024)

Sampling from the Mean-Field Stationary Distribution
by: Kook, Yunbum, et al.
Published: (2024)

Finite-Sample Wasserstein Error Bounds and Concentration Inequalities for Nonlinear Stochastic Approximation
by: Kong, Seo Taek, et al.
Published: (2026)

Explicit Universal Bounds for Cumulants via Moments
by: Zhang, Jiechen
Published: (2025)

Bulk Spectra of Truncated Sample Covariance Matrices
by: Ghosh, Subhroshekhar, et al.
Published: (2024)

Bounds in Wasserstein Distance for Locally Stationary Functional Time Series
by: Tinio, Jan Nino G., et al.
Published: (2025)

Detecting Mutual Excitations in Non-Stationary Hawkes Processes
by: Mossel, Elchanan, et al.
Published: (2026)

Moment Monotonicity of Weibull, Gamma and Log-normal Distributions
by: Liu, Kang
Published: (2025)

Conditional Delta-Method for Resampling Empirical Processes in Multiple Sample Problems
by: Munko, Merle, et al.
Published: (2024)

Berry-Esseen Bounds for Statistics of Non-Stationary, $ϕ$-Mixing Random Variables
by: Williams, Brendan, et al.
Published: (2026)

Dimension-free Bounds for Sum of Dependent Matrices and Operators with Heavy-Tailed Distribution
by: Nakakita, Shogo, et al.
Published: (2022)

Higher-Order Neyman Orthogonality in Moment-Condition Models
by: Bonhomme, Stéphane, et al.
Published: (2026)

Random Modulation: Achieving Asymptotic Replica Optimality over Arbitrary Norm-Bounded and Spectrally Convergent Channel Matrices
by: Liu, Lei, et al.
Published: (2025)

Filtering and Statistical Properties of Unimodal Maps Perturbed by Heteroscedastic Noises
by: Lillo, Fabrizio, et al.
Published: (2024)

Using Autodiff to Estimate Posterior Moments, Marginals and Samples
by: Bowyer, Sam, et al.
Published: (2023)

Filtering Problem for Random Processes with Stationary Increments
by: Luz, Maksym, et al.
Published: (2025)

Two-Sample Inference for Gaussian-Smoothed Wasserstein Costs with Finite Moments
by: Yang, Jiaping, et al.
Published: (2026)

Simple Relative Deviation Bounds for Covariance and Gram Matrices
by: Barzilai, Daniel, et al.
Published: (2024)

Variational Tail Bounds for Norms of Random Vectors and Matrices
by: Bahmani, Sohail
Published: (2025)

Matrix Denoising with Doubly Heteroscedastic Noise: Fundamental Limits and Optimal Spectral Methods
by: Zhang, Yihan, et al.
Published: (2024)

Poisson Midpoint Method for Log Concave Sampling: Beyond the Strong Error Lower Bounds
by: Srinivasan, Rishikesh, et al.
Published: (2025)

Conditional Independence in Stationary Diffusions
by: Boege, Tobias, et al.
Published: (2024)

Projection Estimators of the Stationary Density of a Differential Equation Driven by the Fractional Brownian Motion
by: Marie, Nicolas
Published: (2021)