Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap
From MaRDI portal
Publication:1694482
DOI10.1007/s11749-017-0560-4OpenAlexW2761392649MaRDI QIDQ1694482
Cun-Hui Zhang, Ruben Dezeure, Peter Bühlmann
Publication date: 2 February 2018
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-017-0560-4
Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)
Uses Software
Cites Work
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Exact post-selection inference, with application to the Lasso
- The benefit of group sparsity in group inference with de-biased scaled group Lasso
- Valid post-selection inference
- Statistical significance in high-dimensional linear models
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Theoretical comparison of bootstrap confidence intervals
- Significance testing in non-sparse high-dimensional linear models
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- χ 2-Confidence Sets in High-Dimensional Regression
- p-Values for High-Dimensional Regression
- Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
- False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
