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A Bahadur Representation of the Linear Support Vector Machine

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Figure

Figure 1: A plot of ϒ function. The dashed lines correspond to the inverse mapping from the Ma-halanobis distances of 2 and 3 to a∗ ≈ −0.303 and −0.969, respectively.
Figure 2: The asymptotic variabilities of estimates of (a) the intercept, (b) the slope, and (c) theirratio for the optimal hyperplane as a function of the Mahalanobis distance.
Table 1: Averages of estimated and optimal coefficients over 1,000 replicates.
Table 2: The minimum, median, and maximum values of the type I error rates of falsely flaggingan irrelevant variable as relevant over 200 replicates by using the standardized SVM coef-ficients at 5% significance level.
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