Questions tagged [asymptotic-covariance]

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Convergence in probability with double limits

Suppose you have a sequence of random variables $ \left\lbrace X_{i}\right\rbrace_{i=1,...,n}$ which converges in probability to a random variable $X$, shown by $ X_n \ \xrightarrow{p}\ X$ as n goes ...
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Variance of evidence lower bound(ELBO) loss function

When using Bayesian optimisation in a neural network our loss function is equal to: Here the first term is the KL divergence between the approximate and true posteriors. The second term is the ...
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Can someone kindly explain the function asyCov which computes the asymptotic covariance matrix of a correlation/covariance matrix

Here is the link for more references on this particular function: https://www.rdocumentation.org/packages/metaSEM/versions/1.2.5/topics/asyCov I'm interested in obtaining the asymptotic covariance ...
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Can someone kindly explain how to obtain the sampling variance of 2 covariance in r

So basically, I’m currently modelling a 1-1-1 multilevel mediation from bauer et al., (2006). That is, it is a stacked mediation model, meaning that the mediation and outcome equation are stacked into ...
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How to proof the asymptotic properties of the penalized spline estimator using asymptotic notations?

Please could someone proof how the Average Mean Squared Error of penalized spline estimator is given as \begin{eqnarray} AMSE(\hat{l} )=\...
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What is the sample form of the following variance

If $x_1, \ldots, x_n \in \mathbb{R}^p$ i.i.d. a specific distribution. denote: \begin{equation*} \mathbf{X} = \left( \begin{array}{c} x_1^{\top} \\ \cdots \\ x_n^{\top} ...