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AbstractWe establish rates of convergences in statistical learning fortime series forecasting. Using the PAC-Bayesian approach,slow rates of convergence√ d/n for the Gibbs estimator underthe absolute loss were given in a previous work , wheren is the sample size and d the dimension of the set...
AbstractDespite of its many shortcomings, Pearson’s rho is often usedas an association measure for stock returns. A conditionalversion of Spearman’s rho is suggested as an alternativemeasure of association. This approach is purely nonparametricand avoids any kind of model misspecification. We...
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