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

af Zheng Gao

indgår i SpringerBriefs in Probability and Mathematical Statistics serien

Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference af Zheng Gao
Bag 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783030809638
  • Indbinding:
  • Paperback
  • Sideantal:
  • 140
  • Udgivet:
  • 8. september 2021
  • Udgave:
  • 12021
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 250 g.
  • 8-11 hverdage.
  • 17. januar 2025

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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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