On "Two-stage procedures for high-dimensional data'' by Makoto Aoshima and Kazuyoshi Yata

Pinyuen Chen and S. Panchapakesan

Abstract: Professors Mokoto Aoshima and Kaziyoshi Yata have considered several types of statistical inference problems for multivariate high-dimensional data in the so-called large p, small n situation. For this purpose, in their article they have developed the theory for asymptotic normality when p → ∞. Their work opens up new directions for further investigations and generalizations. We briefly comment on these and discuss a multinomial problem.

Journal: Sequential Anal. 30 (2011), no. 4, 412–415.

DOI: 10.1080/07474946.2011.619094