Relaxing the Gaussian assumption in shrinkage and SURE in high dimension-Reference-Cited by-同舟云学术

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Relaxing the Gaussian assumption in shrinkage and SURE in high dimension

Published:2022-10-01 Issue:5 Volume:50 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Fathi Max¹,Goldstein Larry²,Reinert Gesine³,Saumard Adrien⁴

Affiliation:

1. Université Paris Cité and Sorbonne Université, CNRS, Laboratoire Jacques-Louis Lions & Laboratoire de Probabilités, Statistique et Modélisation

2. Department of Mathematics, University of Southern California

3. Department of Statistics, University of Oxford

4. Université de Rennes, Ensai, CREST-UMR 9194

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference46 articles.

1. Chatterjee, S. (2009). Fluctuations of eigenvalues and second order Poincaré inequalities. Probab. Theory Related Fields 143 1–40.

2. Courtade, T. A., Fathi, M. and Pananjady, A. (2019). Existence of Stein kernels under a spectral gap, and discrepancy bounds. Ann. Inst. Henri Poincaré Probab. Stat. 55 777–790.

3. Fathi, M. (2019). Stein kernels and moment maps. Ann. Probab. 47 2172–2185.

4. Ledoux, M., Nourdin, I. and Peccati, G. (2015). Stein’s method, logarithmic Sobolev and transport inequalities. Geom. Funct. Anal. 25 256–306.

5. Nourdin, I. and Peccati, G. (2012). Normal Approximations with Malliavin Calculus: From Stein’s Method to Universality. Cambridge Tracts in Mathematics 192. Cambridge Univ. Press, Cambridge.

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stein’s identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit;Japanese Journal of Statistics and Data Science;2024-01-31

2. Stein’s density method for multivariate continuous distributions;Electronic Journal of Probability;2023-01-01

3. Zero bias enhanced Stein couplings;Electronic Communications in Probability;2022-01-01

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