Some nonasymptotic results on resampling in high dimension. I: Confidence regions
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Publication:847628
Publication:847628
DOI10.1214/08-AOS667zbMath1180.62066arXiv0712.0775WikidataQ105584262 ScholiaQ105584262MaRDI QIDQ847628
Etienne Roquain, Gilles Blanchard, Sylvain Arlot
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
resampling; cross-validation; high-dimensional data; confidence regions; multiple testing; concentration inequalities; family-wise error; nonasymptotic error control; resampled quantile; non-asymptotic error control
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