Stability of -statistics from weakly dependent observations
نویسندگان
چکیده
منابع مشابه
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
We derive an approximation of a density estimator based on weakly dependent random vectors by a density estimator built from independent random vectors We construct on a su ciently rich probability space such a pairing of the random variables of both experiments that the set of observations fX Xng from the time series model is nearly the same as the set of observations fY Yng from the i i d mod...
متن کاملMinimum complexity regression estimation with weakly dependent observations
The minimum complexity regression estimation framework, due to Andrew Barron, is a general data-driven methodology for estimating a regression function from a given list of parametric models using independent and identically distributed (i.i.d.) observations. We extend Barron’s regression estimationframework tom-dependent observations and to stronglymixing observations. In particular, we propos...
متن کاملRay stability in weakly range-dependent sound channels.
Ray stability is investigated in environments consisting of a range-independent background sound-speed profile on which a range-dependent perturbation is superimposed. Theoretical arguments suggest and numerical results confirm that ray stability is strongly influenced by the background sound speed profile. Ray instability is shown to increase with increasing magnitude of alpha(I)=(I/omega)d om...
متن کاملLearning from dependent observations
In most papers establishing consistency for learning algorithms it is assumed that the observations used for training are realizations of an i.i.d. process. In this paper we go far beyond this classical framework by showing that support vector machines (SVMs) essentially only require that the data-generating process satisfies a certain law of large numbers. We then consider the learnability of ...
متن کاملTurbulence Statistics from Spectral Line Observations
Turbulence is a crucial component of dynamics of astrophysical fluids dynamics, including those of ISM, clusters of galaxies and circumstellar regions. Doppler shifted spectral lines provide a unique source of information on turbulent velocities. We discuss Velocity-Channel Analysis (VCA) and its offspring Velocity Coordinate Spectrum (VCS) that are based on the analytical description of the sp...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2011
ISSN: 0167-7152
DOI: 10.1016/j.spl.2010.12.015