Philip Kennerberg

activity

20172026

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3 papers · 1 filter

math.ST2024

Functional worst risk minimization

Philip Kennerberg, Ernst C. Wit

The aim of this paper is to extend worst risk minimization, also called worst average loss minimization, to the functional realm. This means finding a functional regression represe…

math.ST2024

Constructive and consistent estimation of quadratic minimax

Philip Kennerberg, Ernst C. Wit

We consider $k$ square integrable random variables $Y_{1}, ..., Y_{k}$ and $k$ random (row) vectors of length $p$ , $X_{1}, ..., X_{k}$ such that $X_{i} (l)$ is square integrable for $1 \leq i \leq k$ …

math.PR2024

Stability in quadratic variation

Philip Kennerberg, Magnus Wiktorsson

Consider a sequence of cadlag processes ${X^{n}}_{n}$ , and some fixed function $f$ . If $f$ is continuous then under several modes of convergence $X^{n} \to X$ implies corresponding conv…