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07/24/2020
Canonical thresholding for non-sparse high-dimensional linear regression
We consider a high-dimensional linear regression problem. Unlike many pa...
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02/23/2020
Hypothesis testing for eigenspaces of covariance matrix
Eigenspaces of covariance matrices play an important role in statistical...
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12/10/2017
Finite sample Bernstein - von Mises theorems for functionals and spectral projectors of covariance matrix
We demonstrate that a prior influence on the posterior distribution of c...
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11/30/2017