1) La descarga del recurso depende de la página de origen
2) Para poder descargar el recurso, es necesario ser usuario registrado en Universia


Opción 1: Descargar recurso

Opción 2: Descargar recurso

Detalles del recurso

Descripción

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix estimator that can better characterize sparsity if the true covariance matrix is sparse. As our main tool, we implement Toeplitz [Math. Ann. 70 (1911) 351–376] idea and relate eigenvalues of covariance matrices to the spectral densities or Fourier transforms of the covariances. We develop a large deviation result for quadratic forms of stationary processes using m-dependence approximation, under the framework of causal representation and physical dependence measures.

Pertenece a

Project Euclid (Hosted at Cornell University Library)  

Autor(es)

Xiao, Han -  Wu, Wei Biao - 

Id.: 55202790

Idioma: inglés  - 

Versión: 1.0

Estado: Final

Tipo:  application/pdf - 

Palabras claveAutocovariance matrix - 

Tipo de recurso: Text  - 

Tipo de Interactividad: Expositivo

Nivel de Interactividad: muy bajo

Audiencia: Estudiante  -  Profesor  -  Autor  - 

Estructura: Atomic

Coste: no

Copyright: sí

: Copyright 2012 Institute of Mathematical Statistics

Formatos:  application/pdf - 

Requerimientos técnicos:  Browser: Any - 

Relación: [References] 0090-5364

Fecha de contribución: 15-may-2012

Contacto:

Localización:
* doi:10.1214/11-AOS967

Otros recursos del mismo autor(es)

  1. Dark gauge bosons: LHC signatures of non-Abelian kinetic mixing We consider non-abelian kinetic mixing between the Standard Model SU(2)_L and a dark sector U(1)′ ga...
  2. Robotic manipulation of micro/nanoparticles using optical tweezers with velocity constraints and stochastic perturbations Various control approaches have been developed for micro/nanomanipulations using optical tweezers. M...
  3. Reaction mechanisms for the electrochemical reduction of CO_2 on the Cu(100) surface from quantum mechanics free energy calculations with explicit water Copper (Cu) is the only elemental metal that electrochem. catalyzes formation of significant amts. o...
  4. Topological degeneracy (Majorana zero-mode) and 1  +  1D fermionic topological order in a magnetic chain on superconductor via spontaneous Z [subscript 2][superscript f] symmetry breaking We study a chain of ferromagnetic sites, ie nano-particles, molecules or atoms, on a substrate of fu...
  5. Search for the standard model Higgs boson produced in association with a top-quark pair in pp collisions at the LHC

Otros recursos de la mismacolección

  1. Interaction pursuit in high-dimensional multi-response regression via distance correlation Feature interactions can contribute to a large proportion of variation in many prediction models. In...
  2. Statistical consistency and asymptotic normality for high-dimensional robust $M$-estimators We study theoretical properties of regularized robust $M$-estimators, applicable when data are drawn...
  3. Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes posterior di...
  4. Inference on the mode of weak directional signals: A Le Cam perspective on hypothesis testing near singularities We revisit, in an original and challenging perspective, the problem of testing the null hypothesis t...
  5. Tests for high-dimensional data based on means, spatial signs and spatial ranks Tests based on mean vectors and spatial signs and ranks for a zero mean in one-sample problems and f...

Aviso de cookies: Usamos cookies propias y de terceros para mejorar nuestros servicios, para análisis estadístico y para mostrarle publicidad. Si continua navegando consideramos que acepta su uso en los términos establecidos en la Política de cookies.