Concentration of maxima and fundamental limits in high-dimensional testing and inference
Auteur :
Gao, Zheng / Stoev, Stilian
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030809638
Date de publication :
8 sept. 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.