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


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)  


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


* doi:10.1214/11-AOS967

Otros recursos del mismo autor(es)

  1. Atomistic Mechanisms Underlying Selectivities in C_1 and C_2 Products from Electrochemical Reduction of CO on Cu(111) Practical environmental and energy applications of the electrochemical reduction of CO_2 to chemical...
  2. Hydraulic supports for polishing TMT M3MP For polishing the ultra-thin TMT M3MP, a polishing support system with 18 hydraulic supports (HS) is...
  3. The Application of Pentaprism Scanning Technology on the Manufacturing of M3MP The PSS (pentaprism scanning system) has advantages of simple structure, needless of reference flat,...
  4. CD5L/AIM Regulates Lipid Biosynthesis and Restrains Th17 Cell Pathogenicity Th17 cells play a critical role in host defense against extracellular pathogens and tissue homeostas...
  5. Quaternary Organic Solar Cells Enhanced by Cocrystalline Squaraines with Power Conversion Efficiencies >10% The incorporation of multiple donors into the bulk-heterojunction layer of organic polymer solar cel...

Otros recursos de la mismacolección

  1. Global rates of convergence in log-concave density estimation The estimation of a log-concave density on $\mathbb{R}^{d}$ represents a central problem in the area...
  2. Convergence rates of parameter estimation for some weakly identifiable finite mixtures We establish minimax lower bounds and maximum likelihood convergence rates of parameter estimation f...
  3. Sub-Gaussian mean estimators We discuss the possibilities and limitations of estimating the mean of a real-valued random variable...
  4. High-dimensional generalizations of asymmetric least squares regression and their applications Asymmetric least squares regression is an important method that has wide applications in statistics,...
  5. Faithful variable screening for high-dimensional convex regression We study the problem of variable selection in convex nonparametric regression. Under the assumption ...

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.