Multidimensional linear functional estimation in sparse Gaussian models and robust estimation of the mean
Work
Year: 2019
Type: article
Abstract: We consider two problems of estimation in high-dimensional Gaussian models. The first problem is that of estimating a linear functional of the means of $n$ independent $p$-dimensional Gaussian vectors... more
Source: Electronic Journal of Statistics
Authors Olivier Collier, Arnak S. Dalalyan
Institution Université Paris Nanterre
Cites: 37
Cited by: 6
Related to: 10
FWCI: 0.848
Citation percentile (by year/subfield): 68.82
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675