Discussion on 'Two-Stage Procedures for High-Dimensional Data' by Makoto Aoshima and Kazuyoshi Yata

摘要

The article by M. Aoshima and K. Yata provides interesting applications of two-stage procedures in a high-dimensional multivariate data analysis. In this discussion, we address the idea that the usual argument regarding the confidence region with a fixed diameter is also possible in high-dimensional data through a simple example.