Comments on: ``High-dimensional simultaneous inference with the bootstrap

DOI10.1007/s11749-017-0559-xOpenAlexW2762010325MaRDI QIDQ5970267

Bin Yu, Hanzhong Liu

Publication date: 2 February 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0559-x

zbMATH Keywords

mean squared errorcoverageranking and selectionhigh-dimensional statistical inferencebootstrapping lassoOLS

Mathematics Subject Classification ID

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

Related Items

Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap

Uses Software

• hdi

Cites Work

• Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
• Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
• High-dimensional simultaneous inference with the bootstrap
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• Asymptotic properties of the residual bootstrap for Lasso estimators
• Bootstrapping Lasso Estimators
• On a Problem in the Theory of k Populations
• The Problem of the Greater Mean
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
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