Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

Discover the intricate world of high-dimensional statistics with Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference by Zheng Gao. Published by Springer Nature Switzerland AG in 2021, this insightful paperback spans 140 pages and presents a comprehensive exploration of critical theoretical issues in the field. The book delves into the fascinating connection between concentration of maxima probabilistic phenomena and thresholding estimators under dependent errors, offering a complete characterization of the exact support recovery problem. This first edition is an essential resource for statisticians and researchers seeking to deepen their understanding of high-dimensional testing and inference. Enhance your knowledge and elevate your research with this valuable contribution to the field.