Comments on: ``High-dimensional simultaneous inference with the bootstrap
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Publication:5970265
DOI10.1007/s11749-017-0558-yOpenAlexW2762159528MaRDI QIDQ5970265
Richard Nickl, Matthias Löffler
Publication date: 2 February 2018
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-017-0558-y
Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)
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Cites Work
- High-dimensional simultaneous inference with the bootstrap
- Adaptive confidence sets for matrix completion
- Detection boundary in sparse regression
- Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
- Accuracy assessment for high-dimensional linear regression
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Confidence sets in sparse regression
- Mathematical Foundations of Infinite-Dimensional Statistical Models