High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation

Sequential Analysis, vol. 40, pp. 97–124

Abstract

applications to projected high-dimensional data and common mean estimation Ansgar Steland & Yuan-Tsung

Authors 2

1. Ansgar Steland corresponding Aachen Institute of Statistics

   RWTH Aachen University

   Affiliation as printed

   Institute of Statistics, RWTH Aachen University, Aachen, Germany

2. Yuan-Tsung Chang

   Mejiro University

   Affiliation as printed

   Department of Social Information, Mejiro University, Tokyo, Japan