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

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. Autor: Zheng Gao, Stilian Stoev Wydawnictwo: Springer Rok wydania: 2021 Okładka: miękka Liczba stron: 140 Wymiary: 23.5 x 15.5 cm Ilustracje: 2 Illustrations, color; 10 Illustrations, black and white; XIII, 140 p. 12 illus., 2 illus. in color. Język: angielski ISBN: 9783030809638