On the uniform convergence of empirical norms and inner products, with application to causal inference
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Publication:2452107
DOI10.1214/14-EJS894zbMATH Open1348.62152arXiv1310.5523WikidataQ130494040 ScholiaQ130494040MaRDI QIDQ2452107FDOQ2452107
Publication date: 30 May 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Abstract: Uniform convergence of empirical norms - empirical measures of squared functions - is a topic which has received considerable attention in the literature on empirical processes. The results are relevant as empirical norms occur due to symmetrization. They also play a prominent role in statistical applications. The contraction inequality has been a main tool but recently other approaches have shown to lead to better results in important cases. We present an overview including the linear (anisotropic) case, and give new results for inner products of functions. Our main application will be the estimation of the parental structure in a directed acyclic graph. As intermediate result we establish convergence of the least squares estimator when the model is wrong.
Full work available at URL: https://arxiv.org/abs/1310.5523
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
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