IDEAS home Printed from https://ideas.repec.org/a/gam/jstats/v8y2025i3p60-d1700683.html
   My bibliography  Save this article

Some Useful Techniques for High-Dimensional Statistics

Author

Listed:
  • David J. Olive

    (School of Mathematical & Statistical Sciences, Southern Illinois University, Carbondale, IL 62901-4408, USA)

Abstract

High-dimensional statistics are used when n < 5 p , where n is the sample size and p is the number of predictors. Useful techniques include (a) the use of a sparse fitted model, (b) use of principal component analysis for dimension reduction, (c) use of alternative multivariate dispersion estimators instead of the sample covariance matrix, (d) eliminate weak predictors, and (e) stack low-dimensional estimators into a vector. Some variants and theory for these techniques will be given or reviewed.

Suggested Citation

  • David J. Olive, 2025. "Some Useful Techniques for High-Dimensional Statistics," Stats, MDPI, vol. 8(3), pages 1-15, July.
    • Handle: RePEc:gam:jstats:v:8:y:2025:i:3:p:60-:d:1700683
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2571-905X/8/3/60/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/2571-905X/8/3/60/
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jstats:v:8:y:2025:i:3:p:60-:d:1700683. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.