Activity Number:
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152
- Frontiers of High-Dimensional and Complex Data analysis
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Type:
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Topic Contributed
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Date/Time:
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Monday, July 30, 2018 : 10:30 AM to 12:20 PM
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Sponsor:
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International Chinese Statistical Association
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Abstract #328935
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Presentation
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Title:
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A Bernstein-Type Inequality for U-Statistics Under Mixing Conditions
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Author(s):
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Fang Han* and Yandi Shen and Daniela Witten
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Companies:
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University of Washington and University of Washington and University of Washington
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Keywords:
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U-statistics;
Cramer-type moderate deviation;
mixing condition;
stochastic regression;
stationarity test
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Abstract:
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This talk shows a Bernstein-type inequality along with a Cramer-type moderate deviation theorem for non-degenerate U-statistics under alpha- and tau-mixing conditions. The result confirms a conjecture raised by Borisov and Volodko (2015), and is applicable to a wide range of kernel functions via multiple Fourier series expansion. Two statistical applications of our theory are provided, covering estimation and testing problems in high dimensions.
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Authors who are presenting talks have a * after their name.