Limits to Classification and Regression Estimation from Ergodic Processes
We answer two open questions concerning the existence of universal schemes for classification and regression estimation from stationary ergodic processes. It is shown that no measurable procedure can produce weakly consistent regression estimates from every bivariate stationary ergodic process, even...
| Veröffentlicht in: | The Annals of Statistics. - Institute of Mathematical Statistics. - 27(1999), 1, Seite 262-273 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1999
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| Zugriff auf das übergeordnete Werk: | The Annals of Statistics |
| Schlagworte: | Primary 62G07 Secondary 60G10, 62M99 Classification Regression Ergodic processes Counterexamples Reduction arguments Mathematics Physical sciences Applied sciences mehr... |
| Online verfügbar |
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