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High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints - MaRDI portal

High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (Q2119233)

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scientific article; zbMATH DE number 7496882
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High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
scientific article; zbMATH DE number 7496882

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    High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints (English)
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    23 March 2022
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    central limit theorem
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    isotonic regression
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    Lasso
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    normal approximation
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    power analysis
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    projection onto a closed convex set
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    second-order Poincaré inequalities
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    shape constraint
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