Dimension-agnostic inference using cross U-statistics
Author:
Affiliation:
1. Departments of Statistics & Data Science, Applied Statistics, Yonsei University, Seoul, South Korea
2. Departments of Statistics & Data Science, Machine Learning, Carnegie Mellon University, Pittsburgh, USA
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
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3. Vershynin, R. (2018). High-Dimensional Probability: An Introduction with Applications in Data Science. Cambridge Series in Statistical and Probabilistic Mathematics 47. Cambridge: Cambridge Univ. Press. 10.1017/9781108231596
4. Hallin, M., del Barrio, E., Cuesta-Albertos, J. and Matrán, C. (2021). Distribution and quantile functions, ranks and signs in dimension d: A measure transportation approach. Ann. Statist. 49 1139–1165. 10.1214/20-aos1996
5. Lei, J., G’Sell, M., Rinaldo, A., Tibshirani, R.J. and Wasserman, L. (2018). Distribution-free predictive inference for regression. J. Amer. Statist. Assoc. 113 1094–1111. 10.1080/01621459.2017.1307116
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