Some Nonasymptotic Results on Resampling in High Dimension , I : Confidence Regions 1

@inproceedings{ARLOT2010SomeNR,
  title={Some Nonasymptotic Results on Resampling in High Dimension , I : Confidence Regions 1},
  author={BY SYLVAIN ARLOT and Gilles Blanchard},
  year={2010}
}
We study generalized bootstrap confidence regions for the mean of a random vector whose coordinates have an unknown dependency structure. The random vector is supposed to be either Gaussian or to have a symmetric and bounded distribution. The dimensionality of the vector can possibly be much larger than the number of observations and we focus on a nonasymptotic control of the confidence level, following ideas inspired by recent results in learning theory. We consider two approaches, the first… CONTINUE READING

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