Current statistical inference problems in genomic data analysis involve parameter estimation for high-dimensional multivariate distributions, with typically unknown and intricate correlation patterns among variables. Addressing these inference questions satisfactorily requires: (i) an intensive...

In van der Laan and Dudoit (2003) we propose and theoretically study a unified loss function based statistical methodology, which provides a road map for estimation and performance assessment. Given a parameter of interest which can be described as the minimizer of the population mean of a loss...