This article studies distributed estimation and inference for a general statistical problem with a convex loss that could be nondifferentiable. For the purpose of efficient computation, we restrict ou
Many statistical methodologies for high-dimensional data assume the population is normal. Although a few multivariate normality tests have been proposed, to the best of our knowledge, none of them can
The identification of new rare signals in data, the detection of a sudden change in a trend, and the selection of competing models are among the most challenging problems in statistical practice. Thes