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Characterising Uncertainty in High-Dimensional Inference - Virtual Issue

Last updated:
17 August 2017

The last 20 years or so have seen major developments in high-dimensional statistics, largely driven by the emergence of technologies giving rise to data whose dimension exceeds that which can be handled by classical multivariate statistical techniques.  As with almost all statistical analyses however, simple summaries, such as point estimates, are rarely sufficient on their own, and ought to be accompanied by appropriate measures of uncertainty. A key focus of much methodological research over the last 5 years or so has therefore been the characterisation of uncertainty in high-dimensional statistics. This virtual issue gathers together key papers published in Series B on this theme.

Richard Samworth, Alastair Young

Economics and Finance Virtual Issue

Last updated:
1 February 2017
Read a collection of economics and finance papers, published in the last two years, from the Journal's 3 Series:
Series A- Statistics in Society, Series B- Statistical Methodology, Series C- Applied Mathematics