Flexible results for quadratic forms with applications to variance components estimation

DOI10.1214/16-AOS1456zbMath1364.62040arXiv1509.04388OpenAlexW2963159004MaRDI QIDQ524465

Murat A. Erdogdu, Lee H. Dicker

Publication date: 2 May 2017

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

Full work available at URL: https://arxiv.org/abs/1509.04388

zbMATH Keywords

Stein's methodmodel misspecificationHanson-Wright inequalityrandom-effects modelsuniform concentration bounds

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (11)

WONDER: Weighted one-shot distributed ridge regression in high dimensions ⋮ Distributed Bayesian Inference in Linear Mixed-Effects Models ⋮ Empirical Bayes estimates for a two-way cross-classified model ⋮ Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method ⋮ Bounds for the chi-square approximation of Friedman's statistic by Stein's method ⋮ Some notes on concentration for \(\alpha\)-subexponential random variables ⋮ Local Whittle estimation of high-dimensional long-run variance and precision matrices ⋮ Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares ⋮ Hanson-Wright inequality in Banach spaces ⋮ High-dimensional linear models: a random matrix perspective ⋮ A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix

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