Exponential tilting of subweibull distributions

TMLR Paper5275 Authors

Abstract:

The class of subweibull distributions has recently been shown to generalize the important
properties of subexponential and subgaussian random variables. We describe alternative
characterizations of subweibull distributions and detail the conditions under which their tail
behavior is preserved after exponential tilting.

Submission Length: Regular submission (no more than 12 pages of main content)

Previous TMLR Submission Url: https://openreview.net/forum?id=I62FayNM2A

Changes Since Last Submission: No changes to submission, it was rejected because my openreview profile was incomplete, which has now been updated.

Assigned Action Editor: ~Jasper_C.H._Lee1

Submission Number: 5275