hdi

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High-Dimensional Inference

Nicolai Meinshausen, Martin Maechler, Ruben Dezeure, Peter Buehlmann, Lukas Meier

Last update: 27 May 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1-9

Source code repository: https://github.com/cran/hdi

Described by source

• High-dimensional simultaneous inference with the bootstrap

Cited In (35)

• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• Hierarchical inference for genome-wide association studies: a view on methodology with software
• A High‐dimensional Focused Information Criterion
• Variable selection in high-dimensional linear model with possibly asymmetric errors
• Bootstrap based inference for sparse high-dimensional time series models
• Projection-based Inference for High-dimensional Linear Models
• Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
• Beyond Gaussian approximation: bootstrap for maxima of sums of independent random vectors
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
• Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data
• Post-model-selection inference in linear regression models: an integrated review
• Ridge regression revisited: debiasing, thresholding and bootstrap
• Perturbation bootstrap in adaptive Lasso
• HIMA
• Predictor ranking and false discovery proportion control in high-dimensional regression
• Group Inference in High Dimensions with Applications to Hierarchical Testing
• hdmed
• Can we trust the bootstrap in high-dimension?
• Bootstrap confidence regions based on M-estimators under nonstandard conditions
• TOSI
• A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
• High-dimensional inference in misspecified linear models
• Confidence intervals for parameters in high-dimensional sparse vector autoregression
• inet
• Rejoinder on: ``High-dimensional simultaneous inference with the bootstrap
• Comments on: ``High-dimensional simultaneous inference with the bootstrap
• Comments on: ``High-dimensional simultaneous inference with the bootstrap
• Debiasing the debiased Lasso with bootstrap
• High-dimensional linear models with many endogenous variables
• SILM
• Lasso-driven inference in time and space
• Permutation testing in high-dimensional linear models: an empirical investigation
• Most powerful test against a sequence of high dimensional local alternatives
• EAinference
• Doubly debiased Lasso: high-dimensional inference under hidden confounding

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