Asymptotics of coverages of HD confidence sets and recentering at shrinkage estimates: phase transitions, large deviations

DOI10.1007/s42081-023-00236-9MaRDI QIDQ6578501

Anirban Dasgupta

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

asymptoticsphase transitionshrinkageconfidence setscoveragehigh dimension

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Statistics for high-dimensional data. Methods, theory and applications.
• Distribution inequalities for the binomial law
• A contribution to Kiefer's theory of conditional confidence procedures
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• A new class of generalized Bayes minimax ridge regression estimators
• Empirical Processes in Action: A Review
• High-Dimensional Probability
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Inadmissibility of the Usual Confidence Sets for the Mean of a Multivariate Normal Population
• Linear Statistical Inference and its Applications
• All of Nonparametric Statistics

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