Comments on: ``High-dimensional simultaneous inference with the bootstrap
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Publication:5970267
DOI10.1007/s11749-017-0559-xOpenAlexW2762010325MaRDI QIDQ5970267
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
mean squared errorcoverageranking and selectionhigh-dimensional statistical inferencebootstrapping lassoOLS
Ridge regression; shrinkage estimators (Lasso) (62J07) Bootstrap, jackknife and other resampling methods (62F40)
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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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