High-dimensional simultaneous inference with the bootstrap

DOI10.1007/S11749-017-0554-2MaRDI QIDQ1694480zbMATH OpenOpenAlexFDO

Authors Ruben Dezeure, Cun-Hui Zhang, Peter Bühlmann

Publication date 2 February 2018

Published in Test (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.03940

zbMATH Keywords

de-biased lassode-sparsified lassoGaussian approximation for maximaheteroscedastic errorshigh-dimensional linear modelmultiple testingWestfall-Young method

Mathematics Subject Classification ID

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

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• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
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Cites work

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Cited in

(76)

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• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
• Bootstrap based inference for sparse high-dimensional time series models
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
• Confidence intervals for parameters in high-dimensional sparse vector autoregression
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• Doubly debiased Lasso: high-dimensional inference under hidden confounding
• Ridge regression revisited: debiasing, thresholding and bootstrap
• Nonparametric estimation of the random coefficients model: an elastic net approach
• Bootstrap confidence regions based on M-estimators under nonstandard conditions
• Estimating high-dimensional regression models with bootstrap group penalties
• Hierarchical inference for genome-wide association studies: a view on methodology with software
• Debiasing the debiased Lasso with bootstrap
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
• Perturbation bootstrap in adaptive Lasso
• Predictor ranking and false discovery proportion control in high-dimensional regression
• Most powerful test against a sequence of high dimensional local alternatives
• Analyzing large datasets with bootstrap penalization
• hdi
• Can we trust the bootstrap in high-dimensions? The case of linear models
• Simultaneous inference for pairwise graphical models with generalized score matching
• A regularization-based adaptive test for high-dimensional GLMs
• Permutation testing in high-dimensional linear models: an empirical investigation
• Projection-based Inference for High-dimensional Linear Models
• A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
• The factor-Lasso and \(k\)-step bootstrap approach for inference in high-dimensional economic applications
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• Automatic bias correction for testing in high‐dimensional linear models
• Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data
• Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses
• Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage
• Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes
• Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach
• Overview of debiased Lasso in high-dimensional linear model
• Are Latent Factor Regression and Sparse Regression Adequate?
• Estimation and Inference for High-Dimensional Generalized Linear Models with Knowledge Transfer
• Subgroup analysis and adaptive experiments crave for debiasing
• Feature-specific inference for penalized regression using local false discovery rates
• Group inference in high dimensions with applications to hierarchical testing
• One-step regularized estimator for high-dimensional regression models
• Adaptive Testing for Alphas in High-Dimensional Factor Pricing Models
• Inference for high-dimensional linear expectile regression with de-biasing method
• Statistical Inference for Maximin Effects: Identifying Stable Associations across Multiple Studies
• Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
• Bootstrap inference in functional linear regression models with scalar response
• A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
• Statistical inference for high dimensional regression with proxy data
• Identifying differential networks through high-dimensional two-sample inference
• Statistical Inference for High-Dimensional Convoluted Rank Regression
• A refined bootstrap procedure for high-dimensional factor-augmented regression models
• Group inference of high-dimensional single-index models
• Higher Order Accurate Symmetric Bootstrap Confidence Intervals in High Dimensional Penalized Regression
• Robust group inference for ultrahigh-dimensional linear regression models
• Sparsified simultaneous confidence intervals for high-dimensional linear models
• Bootstrap based asymptotic refinements for high-dimensional nonlinear models
• Tests for high-dimensional partially linear regression models
• Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting
• Comparative study by adding bootstrapping stage in construction of biological networks
• High-dimensional multivariate analysis of variance via geometric median and bootstrapping
• _1-penalized multinomial regression: estimation, inference, and prediction, with an application to risk factor identification for different dementia subtypes
• Score function-based tests for ultrahigh-dimensional linear models
• Finite- and large sample inference for model and coefficients in high-dimensional linear regression with repro samples
• Debiased quantile significance testing with machine learning methods
• High-dimensional inference for single-index models with latent factors
• Inference for partially linear quantile regression models in ultrahigh dimension
• Multiplier bootstrap tests for high-dimensional quantile regression
• Gaussian and bootstrap approximations for functional principal component regression
• Two-directional simultaneous inference for high-dimensional models
• Lasso-driven inference in time and space
• Variable selection in high-dimensional linear model with possibly asymmetric errors
• Lasso Inference for High-Dimensional Time Series

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Uses Software

• selectiveInference
• R
• hdm

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