Comments on: ``High-dimensional simultaneous inference with the bootstrap

DOI10.1007/s11749-017-0555-1OpenAlexW2625487352WikidataQ59522436 ScholiaQ59522436MaRDI QIDQ5970266

Richard J. Samworth, Richard A. Lockhart

Publication date: 2 February 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.10143

zbMATH Keywords

confidence intervalshigh-dimensional inferencede-biased estimator

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression ⋮ Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap

Cites Work

• On asymptotically optimal confidence regions and tests for high-dimensional models
• Simultaneous analysis of Lasso and Dantzig selector
• A note on methods of restoring consistency to the bootstrap
• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
• Bootstrapping Lasso Estimators

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