Some nonasymptotic results on resampling in high dimension, I: Confidence regions1

Annals of Statistics

Volumn 38, Issue 1, 2010, Pages 51-82

  Arlot, Sylvain ^a   Blanchard, Gilles ^b   Roquain, Etienne ^c  

^a CNRS   (France)

^b WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^c SORBONNE UNIVERSITÉ   (France)

Author keywords

Concentration inequalities; Confidence regions; Cross validation; High dimensional data; Nonasymptotic error control; Resampled quantile; Resampling

Indexed keywords

EID: 73949129317     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-AOS667     Document Type: Article

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