High-dimensional statistics

In statistical theory, the field of high-dimensional statistics studies data whose dimension is larger than dimensions considered in classical multivariate analysis. High-dimensional statistics relies on the theory of random vectors. In many applications, the dimension of the data vectors may be larger than the sample size.


In statistical theory, the field of high-dimensional statistics studies data whose dimension is larger than dimensions considered in classical multivariate analysis. High-dimensional statistics relies on the theory of random vectors. In many applications, the dimension of the data vectors may be larger than the sample size.
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