Approximate co-sufficient sampling with regularization
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Cites work
- A survey of exact inference for contingency tables. With comments and a rejoinder by the author
- An adaptable generalization of Hotelling's T^2 test in high dimension
- Bayesian inference and the parametric bootstrap
- Bootstrap methods: another look at the jackknife
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Controlling the false discovery rate via knockoffs
- Generalized Monte Carlo significance tests
- Goodness-of-fit and sufficiency: exact and approximate tests
- Goodness-of-fit Testing in High Dimensional Generalized Linear Models
- Goodness-of-Fit Tests for High Dimensional Linear Models
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
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- Hypothesis test for normal mixture models: the EM approach
- Improving the reliability of bootstrap tests with the fast double bootstrap
- Jackknife, bootstrap and other resampling methods in regression analysis
- Likelihood inference in some finite mixture models
- Miscellanea. Stochastic simulations conditioned on sufficient statistics
- On asymptotically optimal confidence regions and tests for high-dimensional models
- On Parametric Bootstrap Methods for Small Area Prediction
- On risk bounds in isotonic and other shape restricted regression problems
- On the asymptotic accuracy of Efron's bootstrap
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Permutation methods: a basis for exact inference
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Regularization and Variable Selection Via the Elastic Net
- Risk bounds in isotonic regression
- Robust inference with knockoffs
- Simultaneous analysis of Lasso and Dantzig selector
- Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small
- Testing goodness-of-fit and conditional independence with approximate co-sufficient sampling
- The conditional permutation test for independence while controlling for confounders
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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