hdi

swMATH22818CRANhdiMaRDI QIDQ34607FDOQ34607

High-Dimensional Inference

Nicolai Meinshausen, Martin Maechler, Ruben Dezeure, Peter Buehlmann, Lukas Meier

Last update: 27 May 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1-9

Official website: https://cran.r-project.org/web/packages/hdi/index.html

Source code repository: https://github.com/cran/hdi

Described by source

• High-dimensional simultaneous inference with the bootstrap

Cited In (77)

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

This page was built for software: hdi