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High-dimensional simultaneous inference with the bootstrap - MaRDI portal

High-dimensional simultaneous inference with the bootstrap (Q1694480)

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scientific article; zbMATH DE number 6833591
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High-dimensional simultaneous inference with the bootstrap
scientific article; zbMATH DE number 6833591

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    High-dimensional simultaneous inference with the bootstrap (English)
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    2 February 2018
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    de-biased lasso
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    de-sparsified lasso
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    Gaussian approximation for maxima
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    high-dimensional linear model
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    heteroscedastic errors
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    multiple testing
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    Westfall-Young method
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