High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}

DOI10.1214/15-STS527zbMath1426.62183arXiv1408.4026MaRDI QIDQ1790302

Peter Bühlmann, Nicolai Meinshausen, Lukas Meier, Ruben Dezeure

Publication date: 2 October 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.4026

zbMATH Keywords

clustering; linear model; confidence interval; \(p\)-value; multiple testing; generalized linear model; high-dimensional statistical inference

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

62F25: Parametric tolerance and confidence regions

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62J05: Linear regression; mixed models

62J12: Generalized linear models (logistic models)

62J15: Paired and multiple comparisons; multiple testing

Uses Software

• R
• hdi