{"ID":2848540,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2510.25408","arxiv_id":"2510.25408","title":"Empirical Orlicz norms","abstract":"The empirical Orlicz norm based on a random sample is defined as a natural estimator of the Orlicz norm of a univariate probability distribution. A law of large numbers is derived under minimal assumptions. The latter extends readily to a linear and a nonparametric regression model. Secondly, sufficient conditions for a central limit theorem with a standard rate of convergence are supplied. The conditions for the CLT exclude certain canonical examples, such as the empirical sub-Gaussian norm of normally distributed random variables. For the latter, we discover a nonstandard rate of $n^{1/4} \\log(n)^{3/8}$, with a heavy-tailed, stable limit distribution. It is shown that in general, the empirical Orlicz norm does not admit any uniform rate of convergence for the class of distributions with bounded Orlicz norm.","short_abstract":"The empirical Orlicz norm based on a random sample is defined as a natural estimator of the Orlicz norm of a univariate probability distribution. A law of large numbers is derived under minimal assumptions. The latter extends readily to a linear and a nonparametric regression model. Secondly, sufficient conditions for...","url_abs":"https://arxiv.org/abs/2510.25408","url_pdf":"https://arxiv.org/pdf/2510.25408v3","authors":"[\"Fabian Mies\"]","published":"2025-10-29T11:25:08Z","proceeding":"math.ST","tasks":"[\"math.ST\"]","methods":"[]","has_code":false}