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  4. Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

av Zheng Gao

del av SpringerBriefs in Probability and Mathematical Statistics-serien

Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference av Zheng Gao
Om Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. Based on a surprising connection to a concentration of maxima probabilistic phenomenon, the authors obtain a complete characterization of the exact support recovery problem for thresholding estimators under dependent errors.

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  • Språk:
  • Engelska
  • ISBN:
  • 9783030809638
  • Format:
  • Häftad
  • Sidor:
  • 140
  • Utgiven:
  • 8 September 2021
  • Utgåva:
  • 12021
  • Mått:
  • 155x235x0 mm.
  • Vikt:
  • 250 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 22 Oktober 2024

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This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. Based on a surprising connection to a concentration of maxima probabilistic phenomenon, the authors obtain a complete characterization of the exact support recovery problem for thresholding estimators under dependent errors.

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