Lederer J. Fundamentals of High-Dimensional Statistics...2021

Textbook in PDF format

This textbook is designed for beginning graduate and advanced undergraduate
students in statistics, biostatistics, and bioinformatics, but it may also be useful to
a broader audience. Particular emphasis is put on
Step-by-step introductions to the mathematical tools and principles
Exercises that complement the main text, many of them with detailed solutions
Computer labs that convey practical insights and experience
Suggestions for further reading
This approach should give the reader a smooth start in the field