Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency
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Publication:2054520
DOI10.1214/20-AOS2047zbMath1486.62163arXiv1912.08877OpenAlexW3213029249MaRDI QIDQ2054520
Mayya Zhilova, Vladimir I. Koltchinskii
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.08877
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Random matrices (probabilistic aspects) (60B20)
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Functional estimation in log-concave location families, Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
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