The following pages link to A high-dimensional Wilks phenomenon (Q718891):
Displaying 12 items.
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- Sharp deviation bounds for quadratic forms (Q359864) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
- On concentration for (regularized) empirical risk minimization (Q1688423) (← links)
- Discussion of ``On concentration for (regularized) empirical risk minimization'' by Sara van de Geer and Martin Wainwright (Q1688424) (← links)
- A conversation with Jon Wellner (Q1730907) (← links)
- Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression (Q1950830) (← links)
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions (Q1951154) (← links)
- Model selection: from theory to practice (Q2197389) (← links)
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
- One-Step Estimation with Scaled Proximal Methods (Q5868961) (← links)
