3 problems

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Large-sample convergence conjecture for infinitesimal gradient boosting
Let $(\hat{F}_t)_{t\geq 0}$ be the infinitesimal gradient boosting trajectory, let $\beta\geq 0$ be the tree-randomization parameter, let $\mathcal{P}_d(F^*)$ denote the projection…
Conjectureopenasymptotic-consistency gradient-boosting statistical-learningarXiv posted 2 days ago
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Effect of estimated loadings on the consistency of the idiosyncratic covariance estimator
Preliminary-estimation conjecture. Replacing the unknown idiosyncratic components by $\widehat{\mathbf e}_{nt}^*$ in the computation of $\widehat{\bm\Gamma}_n^{e*}$ should not affe…
Conjectureopenasymptotic-consistency covariance-estimation dynamic-factor-modelsarXiv posted 2 days ago
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Consistency of the generalized least-squares loadings estimator
Consistency conjecture. A result similar to the consistency result in Proposition … .
Conjectureopenasymptotic-consistency dynamic-factor-models generalized-least-squaresarXiv posted 2 days ago

Large-sample convergence conjecture for infinitesimal gradient boosting