High-dimensional simultaneous inference with the bootstrap
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- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrapping in a high dimensional but very low-sample size problem
Cites work
- scientific article; zbMATH DE number 1181283 (Why is no real title available?)
- scientific article; zbMATH DE number 838305 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- scientific article; zbMATH DE number 3346000 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A study of error variance estimation in Lasso regression
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- Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap methods: another look at the jackknife
- Bootstrapping Lasso estimators
- Bootstrapping general empirical measures
- Bootstrapping regression models
- Central limit theorems and bootstrap in high dimensions
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Controlling the false discovery rate via knockoffs
- Efficiency and robustness in resampling
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Goodness-of-Fit Tests for High Dimensional Linear Models
- Group Bound: Confidence Intervals for Groups of Variables in Sparse High Dimensional Regression Without Assumptions on the Design
- Heuristics of instability and stabilization in model selection
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional inference in misspecified linear models
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- High-dimensional variable selection
- Jackknife, bootstrap and other resampling methods in regression analysis
- Monte Carlo simulation for Lasso-type problems by estimator augmentation
- Necessary conditions for the bootstrap of the mean
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
- Reconstruction From Anisotropic Random Measurements
- Stability Selection
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- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework
- Variable Selection with Error Control: Another Look at Stability Selection
- \(p\)-values for high-dimensional regression
Cited in
(54)- A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
- Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach
- A regularization-based adaptive test for high-dimensional GLMs
- Hierarchical inference for genome-wide association studies: a view on methodology with software
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Are Latent Factor Regression and Sparse Regression Adequate?
- Bootstrap based inference for sparse high-dimensional time series models
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Projection-based Inference for High-dimensional Linear Models
- Analyzing large datasets with bootstrap penalization
- Simultaneous inference for pairwise graphical models with generalized score matching
- 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
- Subgroup analysis and adaptive experiments crave for debiasing
- Ridge regression revisited: debiasing, thresholding and bootstrap
- Automatic bias correction for testing in high‐dimensional linear models
- hdi
- Feature-specific inference for penalized regression using local false discovery rates
- Nonparametric estimation of the random coefficients model: an elastic net approach
- Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes
- 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
- Perturbation bootstrap in adaptive Lasso
- Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
- Assessing the Most Vulnerable Subgroup to Type II Diabetes Associated with Statin Usage: Evidence from Electronic Health Record Data
- Statistical Inference for Maximin Effects: Identifying Stable Associations across Multiple Studies
- Bootstrap inference in functional linear regression models with scalar response
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Group inference in high dimensions with applications to hierarchical testing
- Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses
- The factor-Lasso and \(k\)-step bootstrap approach for inference in high-dimensional economic applications
- Overview of debiased Lasso in high-dimensional linear model
- Two-directional simultaneous inference for high-dimensional models
- Lasso Inference for High-Dimensional Time Series
- Bootstrap confidence regions based on M-estimators under nonstandard conditions
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage
- A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models
- Estimating high-dimensional regression models with bootstrap group penalties
- Confidence intervals for parameters in high-dimensional sparse vector autoregression
- Debiasing the debiased Lasso with bootstrap
- High-dimensional linear models with many endogenous variables
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
- Comments on: ``High-dimensional simultaneous inference with the bootstrap
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- Lasso-driven inference in time and space
- Permutation testing in high-dimensional linear models: an empirical investigation
- Most powerful test against a sequence of high dimensional local alternatives
- Doubly debiased Lasso: high-dimensional inference under hidden confounding
- Estimation and Inference for High-Dimensional Generalized Linear Models with Knowledge Transfer
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