A survey of high dimension low sample size asymptotics

A survey of high dimension low sample size asymptotics Peter Hall's work illuminated many aspects of statistical thought, some of which are very well known including the bootstrap and smoothing. However, he also explored many other lesser known aspects of mathematical statistics. This is a survey of one of those areas, initiated by a seminal paper in 2005, on high dimension low sample size asymptotics. An interesting characteristic of that first paper, and of many of the following papers, is that they contain deep and insightful concepts which are frequently surprising and counter‐intuitive, yet have mathematical underpinnings which tend to be direct and not difficult to prove. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Australian & New Zealand Journal of Statistics Wiley

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Publisher
Wiley Subscription Services, Inc., A Wiley Company
Copyright
Copyright © 2018 Australian Statistical Publishing Association Inc.
ISSN
1369-1473
eISSN
1467-842X
D.O.I.
10.1111/anzs.12212
Publisher site
See Article on Publisher Site

Abstract

Peter Hall's work illuminated many aspects of statistical thought, some of which are very well known including the bootstrap and smoothing. However, he also explored many other lesser known aspects of mathematical statistics. This is a survey of one of those areas, initiated by a seminal paper in 2005, on high dimension low sample size asymptotics. An interesting characteristic of that first paper, and of many of the following papers, is that they contain deep and insightful concepts which are frequently surprising and counter‐intuitive, yet have mathematical underpinnings which tend to be direct and not difficult to prove.

Journal

Australian & New Zealand Journal of StatisticsWiley

Published: Jan 1, 2018

Keywords: ; ; ; ;

References

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