This paper deals with the estimation of a high-dimensional covariance with a con- ditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specic examples. We provide mathe- matical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the un- observed factors and their factor loadings are derived. The asymptotic results are also veried by extensive simulation studies. Finally, a real data application on portfolio allocation is presented.

The purpose of this paper is to propose methodologies for statistical inference of low dimensional parameters with high dimensional data.We focus on constructing confidence intervals for individual coefficients and linear combinations of several of them in a linear regression model, although our ideas are applicable in a much broader context.The theoretical results that are presented provide sufficient conditions for the asymptotic normality of the proposed estimators along with a consistent estimator for their finite dimensional covariance matrices. These sufficient conditions allow the number of variables to exceed the sample size and the presence of many small non-zero coefficients. Our methods and theory apply to interval estimation of a preconceived regression coefficient or contrast as well as simultaneous interval estimation of many regression coefficients. Moreover, the method proposed turns the regression data into an approximate Gaussian sequence of point estimators of individual regression coefficients, which can be used to select variables after proper thresholding. The simulation results that are presented demonstrate the accuracy of the coverage probability of the confidence intervals proposed as well as other desirable properties, strongly supporting the theoretical results.

A first step towards a dual Orlicz-Brunn-Minkowski theory for star sets was taken by Zhu, Zhou, and Xue \cite{ZZ, ZZX}. In this essentially independent work we provide a more general framework and results. A radial Orlicz addition of two or more star sets is proposed and a corresponding dual Orlicz-Brunn-Minkowski inequality is established. Based on a radial Orlicz linear combination of two star sets, a formula for the dual Orlicz mixed volume is derived and a corresponding dual Orlicz-Minkowski inequality proved. The inequalities proved yield as special cases the precise duals of the conjectured log-Brunn-Minkowski and log-Minkowski inequalities of B\"{o}r\"{o}czky, Lutwak, Yang, and Zhang. A new addition of star sets called radial $M$-addition is also introduced and shown to relate to the radial Orlicz addition.

In this paper, we introduce the $L_p$ geominimal surface area for all $-n\neq p<1$, which extends the classical geominimal surface area ($p=1$) by Petty and the $L_p$ geominimal surface area by Lutwak ($p>1$). Our extension of the $L_p$ geominimal surface area is motivated by recent work on the extension of the $L_p$ affine surface area -- a fundamental object in (affine) convex geometry. We prove some properties for the $L_p$ geominimal surface area and its related inequalities, such as, the affine isoperimetric inequality and a Santal\'{o} style inequality. Cyclic inequalities are established to obtain the monotonicity of the $L_p$ geominimal surface areas. Comparison between the $L_p$ geominimal surface area and the $p$-surface area is also provided.

In this paper, we prove that, if functions (concave) $\phi$ and (convex) $\psi$ satisfy certain conditions, the $L_{\phi}$ affine surface area is monotone increasing, while the $L_{\psi}$ affine surface area is monotone decreasing under the Steiner symmetrization. Consequently, we can prove related affine isoperimetric inequalities, under certain conditions on $\phi$ and $\psi$, without assuming that the convex body involved has centroid (or the Santal\'{o} point) at the origin.