Showing 1 - 10 of 12
Support vector machines (SVMs) have attracted much attention in theoretical and in applied statistics. The main topics of recent interest are consistency, learning rates and robustness. We address the open problem whether SVMs are qualitatively robust. Our results show that SVMs are...
Persistent link: https://www.econbiz.de/10009023467
In nonparametric classification and regression problems, regularized kernel methods, in particular support vector machines, attract much attention in theoretical and in applied statistics. In an abstract sense, regularized kernel methods (simply called SVMs here) can be seen as regularized...
Persistent link: https://www.econbiz.de/10011041934
In this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to compute the overlap in data sets which are commonly...
Persistent link: https://www.econbiz.de/10010955375
Persistent link: https://www.econbiz.de/10010955379
Cronbach’s alpha is a popular method to measure reliability, e.g. in quantifying the reliability of a score to summarize the information of several items in questionnaires. The alpha coefficient is known to be non-robust. We study the behavior of this coefficient in different settings to...
Persistent link: https://www.econbiz.de/10010955427
Persistent link: https://www.econbiz.de/10006548399
Kernel Based Regression (KBR) minimizes a convex risk over a possibly infinite dimensional reproducing kernel Hilbert space. Recently, it was shown that KBR with a least squares loss function may have some undesirable properties from a robustness point of view: even very small amounts of...
Persistent link: https://www.econbiz.de/10008521101
Persistent link: https://www.econbiz.de/10005165899
Persistent link: https://www.econbiz.de/10008674106
Persistent link: https://www.econbiz.de/10005118160