Some nonasymptotic results on resampling in high dimension. I: Confidence regions

DOI10.1214/08-AOS667zbMath1180.62066arXiv0712.0775WikidataQ105584262 ScholiaQ105584262MaRDI QIDQ847628

Gilles Blanchard, Sylvain Arlot, Etienne Roquain

Publication date: 19 February 2010

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

Full work available at URL: https://arxiv.org/abs/0712.0775

zbMATH Keywords

resamplingcross-validationhigh-dimensional dataconfidence regionsmultiple testingconcentration inequalitiesfamily-wise errornonasymptotic error controlresampled quantilenon-asymptotic error control

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Paired and multiple comparisons; multiple testing (62J15)

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