High-dimensional asymptotics of likelihood ratio tests in the Gaussian sequence model under convex constraints
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Publication:2119233
DOI10.1214/21-AOS2111zbMath1485.60038MaRDI QIDQ2119233
Yandi Shen, Qiyang Han, Bodhisattva Sen
Publication date: 23 March 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
central limit theoremnormal approximationisotonic regressionLassoshape constraintpower analysisprojection onto a closed convex setsecond-order Poincaré inequalities
Approximations to statistical distributions (nonasymptotic) (62E17) Functional limit theorems; invariance principles (60F17)
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Contiguity under high-dimensional Gaussianity with applications to covariance testing ⋮ Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions
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