Impacts of high dimensionality in finite samples

DOI10.1214/13-AOS1149zbMath1277.62167arXiv1311.2742MaRDI QIDQ385798

Jinchi Lv

Publication date: 11 December 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.2742

zbMATH Keywords

geometric representationsure independence screeningconcentration phenomenon

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Geometric probability and stochastic geometry (60D99)

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