On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables

DOI10.1051/ps/2019018zbMath1445.60016arXiv1901.09188OpenAlexW2960671406WikidataQ127477434 ScholiaQ127477434MaRDI QIDQ5110208

Julyan Arbel, Hien Duy Nguyen, Olivier Marchal

Publication date: 18 May 2020

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.09188

zbMATH Keywords

beta distributionKumaraswamy distributiontriangular distributionsub-Gaussian

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (3)

Estimating covariance and precision matrices along subspaces ⋮ Estimating multi-index models with response-conditional least squares ⋮ A stochastic subspace approach to gradient-free optimization in high dimensions

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