High-dimensional simultaneous inference with the bootstrap
From MaRDI portal
Publication:1694480
DOI10.1007/s11749-017-0554-2OpenAlexW2430959489MaRDI QIDQ1694480
Cun-Hui Zhang, Ruben Dezeure, 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
multiple testingheteroscedastic errorsde-sparsified lassode-biased lassoGaussian approximation for maximahigh-dimensional linear modelWestfall-Young method
Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)
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Uses Software
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