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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Häftad, Engelska, 2021
694 kr
Skickas inom 10-15 vardagar
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.