Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Stilian Stoev, Zheng Gao
Springer Nature Switzerland AG, 2021
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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.
- ISBN-13
- 9783030809638
- ISBN-10
- 3030809633
- Publisher
- Springer Nature Switzerland AG
- Year
- 2021
- Publication date
- 2021-09-08
- Pages
- 140
- Dimensions
- 235x155x