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

From MaRDI portal
Publication:1790302

DOI10.1214/15-STS527zbMath1426.62183arXiv1408.4026OpenAlexW3098635105MaRDI QIDQ1790302

Nicolai Meinshausen, Lukas Meier, Ruben Dezeure, Peter Bühlmann

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



Related Items

Markov Neighborhood Regression for High-Dimensional Inference, Regularized projection score estimation of treatment effects in high-dimensional quantile regression, Variable selection in high-dimensional linear model with possibly asymmetric errors, Post-model-selection inference in linear regression models: an integrated review, The benefit of group sparsity in group inference with de-biased scaled group Lasso, High-dimensional regression with potential prior information on variable importance, High-dimensional inference for personalized treatment decision, An update on statistical boosting in biomedicine, Inference for high dimensional linear models with error-in-variables, Hierarchical inference for genome-wide association studies: a view on methodology with software, An integrated panel data approach to modelling economic growth, Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation, Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression, A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates, Deconfounding and Causal Regularisation for Stability and External Validity, Identification of outlying observations for large-dimensional data, Knockoffs with side information, Honest Confidence Sets for High-Dimensional Regression by Projection and Shrinkage, On the Hauck–Donner Effect in Wald Tests: Detection, Tipping Points, and Parameter Space Characterization, Nearly optimal Bayesian shrinkage for high-dimensional regression, Unnamed Item, Double-estimation-friendly inference for high-dimensional misspecified models, High-dimensional simultaneous inference with the bootstrap, Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap, Online inference in high-dimensional generalized linear models with streaming data, False Discovery Rate Control via Data Splitting, Distributionally robust and generalizable inference, Post hoc confidence bounds on false positives using reference families, Estimating global and country-specific excess mortality during the COVID-19 pandemic, Inference for sparse linear regression based on the leave-one-covariate-out solution path, Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression, Goodness-of-Fit Tests for High Dimensional Linear Models, Unnamed Item, A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models, High-dimensional inference in misspecified linear models, Unnamed Item, Debiasing the Lasso: optimal sample size for Gaussian designs, Permutation testing in high-dimensional linear models: an empirical investigation, Group Inference in High Dimensions with Applications to Hierarchical Testing, Variable selection in discrete survival models including heterogeneity, Variable selection via adaptive false negative control in linear regression, High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}, Bootstrapping and sample splitting for high-dimensional, assumption-lean inference, Inference without compatibility: using exponential weighting for inference on a parameter of a linear model, Robust high-dimensional regression for data with anomalous responses, High-dimensional variable selection via low-dimensional adaptive learning, Multicarving for high-dimensional post-selection inference, High-dimensional linear model selection motivated by multiple testing, Multivariate functional generalized additive models, Composite versus model-averaged quantile regression, Confidence intervals centred on bootstrap smoothed estimators, Survival analysis of DNA mutation motifs with penalized proportional hazards, In defense of the indefensible: a very naïve approach to high-dimensional inference, Confidence intervals for parameters in high-dimensional sparse vector autoregression, Spatially relaxed inference on high-dimensional linear models, Linear hypothesis testing for high dimensional generalized linear models, Unnamed Item, Learning causal structure from mixed data with missing values using Gaussian copula models, Comments on: ``High-dimensional simultaneous inference with the bootstrap, Adaptive step-length selection in gradient boosting for Gaussian location and scale models


Uses Software


Cites Work