This paper presents an asymptotic analysis of the eigen value decomposition (EVD) of the sample covariance matrix associated with independent identically distributed (IID) non nec...
A great deal of interest has been paid to the estimation of time-varying autoregressive (TVAR) parameters. However, when the observations are disturbed by an additive white measur...
Sociologists, demographers, and economists often use the index of dissimilarity, D, to describe the extent of racial, ethnic, spatial, or areal dissimilarity (or segregation) of d...
Madhuri S. Mulekar, John C. Knutson, Jyoti A. Cham...
Abstract: We investigate the structure of model selection problems via the bias/variance decomposition. In particular, we characterize the essential structure of a model selection ...
There exist a number of reinforcement learning algorithms which learn by climbing the gradient of expected reward. Their long-run convergence has been proved, even in partially ob...