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- W3161729180 abstract "Recent advances in statistics introduced versions of the central limit theorem for high-dimensional vectors, allowing for the construction of confidence regions for high-dimensional parameters. In this note, $s$-sparsely convex high-dimensional confidence regions are compared with respect to their volume. Specific confidence regions which are based on $ell_p$-balls are found to have exponentially smaller volume than the corresponding hypercube. The theoretical results are validated by a comprehensive simulation study." @default.
- W3161729180 created "2021-05-24" @default.
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- W3161729180 date "2021-05-19" @default.
- W3161729180 modified "2023-09-27" @default.
- W3161729180 title "A Note on High-Dimensional Confidence Regions" @default.
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