hdi
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Hdi
Cited in
(77)- Permutation testing in high-dimensional linear models: an empirical investigation
- The factor-Lasso and \(k\)-step bootstrap approach for inference in high-dimensional economic applications
- Most powerful test against a sequence of high dimensional local alternatives
- Hierarchical inference for genome-wide association studies: a view on methodology with software
- Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
- High-dimensional inference in misspecified linear models
- Group inference in high dimensions with applications to hierarchical testing
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap
- Doubly debiased Lasso: high-dimensional inference under hidden confounding
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
- Bootstrap confidence regions based on M-estimators under nonstandard conditions
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Post-model-selection inference in linear regression models: an integrated review
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- stabs
- GAMBoost
- SIS
- ScreenClean
- leapp
- GBMCI
- flare
- BMSS
- FinCovRegularization
- PBoostGA
- PoSI
- covTest
- care
- selectiveInference
- PennCNV
- HDtest
- BALD
- hdm
- EigenPrism
- JMboost
- CorrT
- conformalInference
- AdaPT
- adaptMT
- Bolasso
- FarmTest
- hierGWAS
- hierinf
- Alakazam
- Change-O
- HIMA
- XPEB
- Lasso-driven inference in time and space
- foba
- aispu
- dSTEM
- palasso
- SIHR
- tilting
- SILGGM
- Can we trust the bootstrap in high-dimensions? The case of linear models
- CoCoLasso
- hdmed
- Debiasing the debiased Lasso with bootstrap
- Confidence intervals for parameters in high-dimensional sparse vector autoregression
- A high-dimensional focused information criterion
- TOSI
- GRPtests
- OrderRegression
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
- inet
- Bootstrap based inference for sparse high-dimensional time series models
- SILM
- Projection-based Inference for High-dimensional Linear Models
- Perturbation bootstrap in adaptive Lasso
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- EAinference
- Ridge regression revisited: debiasing, thresholding and bootstrap
- DDL
- High-dimensional linear models with many endogenous variables
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