Multiparametric statistics

MaRDI QIDQ5310358zbMATH OpenFDO

Authors V. I. Serdobol'skij

Publication date 10 October 2007

Full work available at URL http://www.sciencedirect.com/science/book/9780444530493

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(11)

• Multiparameter methods are the new field in statistics
• High-dimensional asymptotics of prediction: ridge regression and classification
• Surprises in high-dimensional ridgeless least squares interpolation
• Multivariate statistical models; solvability of basic problems
• Efficient computation of limit spectra of sample covariance matrices
• Three estimators of the Mahalanobis distance in high-dimensional data
• Assessing normality of high-dimensional data
• V-matrix method of solving statistical inference problems
• THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS
• Finite sample inference for empirical Bayesian methods
• A theoretical analysis of the peaking phenomenon in classification

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