Statistical Inference for High Dimensional Problems

In this dissertation, we study minimax hypothesis testing in high-dimensional regression against sparse alternatives and minimax estimation of average treatment effect in an semiparametric regression with possibly large number of covariates.

Bibliographic Details
Main Author: Mukherjee, Rajarshi
Other Authors: Lin, Xihong
Language:en_US
Published: Harvard University 2014
Subjects:
Online Access:http://dissertations.umi.com/gsas.harvard:11516
http://nrs.harvard.edu/urn-3:HUL.InstRepos:12274550