Concepedia

High-dimensional Estimation

High-Dimensional Estimation is a statistical methodology within estimation theory that addresses the challenge of inferring unknown parameters from data in settings where the number of parameters to estimate is comparable to or larger than the sample size, thereby requiring specialized techniques to manage complexity, prevent overfitting, and ensure reliable inference.

544

Publications

49.3K

Citations

1.1K

Authors

471

Institutions

Publications per year

2017–2026

218

Parents

Publications

544

Cubature Kalman Filters

Ienkaran Arasaratnam, S. Haykin · IEEE Transactions on Automatic Control · 2009 · 3.3K citations

, , +11

Double/debiased machine learning for treatment and structural parameters

Victor Chernozhukov, Denis Chetverikov, Mert Demirer et al. · Econometrics Journal · 2017 · 2.5K citations · Full text

, , +12

A Fast Algorithm for the Minimum Covariance Determinant Estimator

Peter J. Rousseeuw, Katrien Van Driessen · Technometrics · 1999 · 1.9K citations

, , +11

A Fast Algorithm for the Minimum Covariance Determinant Estimator

Peter J. Rousseeuw, Katrien Van Driessen · Technometrics · 1999 · 1.9K citations

, , +11

A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers

Sahand Negahban · 2011 · 1.2K citations

, , +16

1–5 of 544

Authors

1.1K

  1. VC
    Victor Chernozhukov

    Massachusetts Institute of Technology, United States

    14 publications · 4K citations

    13

    h-index

  2. JF
    Jianqing Fan

    Princeton University, United States

    12 publications · 2.5K citations

    12

    h-index

  3. AB
    Alexandre Belloni

    Duke University, United States

    9 publications · 994 citations

    9

    h-index

  4. MJ
    Martin J. Wainwright

    University of California, Berkeley, United States

    9 publications · 2.4K citations

    9

    h-index

  5. CH
    Christian Hansen

    University of Chicago, United States

    8 publications · 3.6K citations

    8

    h-index

1–5 of 1.1K

Institutions

471

  1. University of California, Berkeley

    Berkeley, United States

    22 h-index

    54 publications

    11.3K citations

  2. Princeton University

    Princeton, United States

    21 h-index

    51 publications

    6.2K citations

  3. Stanford University

    Stanford, United States

    19 h-index

    38 publications

    3.1K citations

  4. Massachusetts Institute of Technology

    Cambridge, United States

    18 h-index

    38 publications

    13.3K citations

  5. University of Michigan

    Ann Arbor, United States

    13 h-index

    25 publications

    2K citations

  6. University of Pennsylvania

    Philadelphia, United States

    12 h-index

    18 publications

    891 citations

  7. University of Cambridge

    Cambridge, United Kingdom

    12 h-index

    23 publications

    918 citations

  8. University of California, Los Angeles

    Los Angeles, United States

    11 h-index

    17 publications

    4K citations

1–8 of 471

Venues

  1. The Annals of Statistics

    69 publications · 9K citations

    45

    h-index

  2. Journal of the American Statistical Association

    40 publications · 3.7K citations

    28

    h-index

  3. arXiv (Cornell University)

    Repository · 61 publications · 2.2K citations

    27

    h-index

  4. Electronic Journal of Statistics

    18 publications · 1.3K citations

    14

    h-index

  5. 13

    h-index

1–5