Statistics for High-Dimensional Data(Bühlmann et al.)

Methods, Theory and Applications
series:Springer Series in Statistics

Modern statistics deals with large and complex data sets, and consequently with models containing a large number of parameters. This book presents a detailed account of recently developed approaches, including the Lasso and versions of it for various models, boosting methods, undirected graphical modeling, and procedures controlling false positive selections.A special characteristic of the …