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- W2952994736 abstract "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 M-estimators for a parameter in a (typically infinite dimensional) reproducing kernel Hilbert space. For smooth loss functions, it is shown that the difference between the estimator, i.e. the empirical SVM, and the theoretical SVM is asymptotically normal with rate $sqrt{n}$. That is, the standardized difference converges weakly to a Gaussian process in the reproducing kernel Hilbert space. As common in real applications, the choice of the regularization parameter may depend on the data. The proof is done by an application of the functional delta-method and by showing that the SVM-functional is suitably Hadamard-differentiable." @default.
- W2952994736 created "2019-06-27" @default.
- W2952994736 creator A5008301903 @default.
- W2952994736 date "2010-10-04" @default.
- W2952994736 modified "2023-09-23" @default.
- W2952994736 title "Asymptotic Normality of Support Vector Machine Variants and Other Regularized Kernel Methods" @default.
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