期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2010
卷号：72
期号：1
页码：81-100
DOI：10.1007/s13171-010-0017-2
语种：English
出版社：Indian Statistical Institute
摘要：We survey some recent work in high dimensional multiple testing estimation and other multivariate inference problems depending on random matrices and graphical problems. Different approaches to these problems are explored featuring classical procedures like the Benjamini-Hochberg multiple tests, empirical Bayes and Bayes tests and estimates and use of shrinkage as a major method in estimation. The choice of topics reflects to some extent our taste and interests.
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