Rejoinder on: High-dimensional simultaneous inference with the bootstrap

被引:0
|
作者
Dezeure, Ruben [1 ]
Bhlmann, Peter [1 ]
Zhang, Cun-Hui [2 ]
机构
[1] Swiss Fed Inst Technol, Seminar Stat, HG G17,Ramistr 101, CH-8092 Zurich, Switzerland
[2] Rutgers State Univ, Dept Stat & Biostat, 569 Hill Ctr,Busch Campus, Piscataway, NJ 08854 USA
基金
瑞士国家科学基金会;
关键词
De-biased Lasso; De-sparsified Lasso; Double robustness; Multiple testing; Postselection inference; Stability; CONFIDENCE-INTERVALS; P-VALUES; REGRESSION; MODELS; PARAMETERS; LASSO;
D O I
10.1007/s11749-017-0560-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We thank the discussants for their interesting, inspiring and thoughtful comments and ideas. We provide here some responses.
引用
收藏
页码:751 / 758
页数:8
相关论文
共 50 条
  • [41] Inference for High-Dimensional Censored Quantile Regression
    Fei, Zhe
    Zheng, Qi
    Hong, Hyokyoung G.
    Li, Yi
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2023, 118 (542) : 898 - 912
  • [42] Variational Inference in high-dimensional linear regression
    Mukherjee, Sumit
    Sen, Subhabrata
    [J]. JOURNAL OF MACHINE LEARNING RESEARCH, 2022, 23
  • [43] High-dimensional rank-based inference
    Kong, Xiaoli
    Harrar, Solomon W.
    [J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2020, 32 (02) : 294 - 322
  • [44] On statistical inference with high-dimensional sparse CCA
    Laha, Nilanjana
    Huey, Nathan
    Coull, Brent
    Mukherjee, Rajarshi
    [J]. INFORMATION AND INFERENCE-A JOURNAL OF THE IMA, 2023, 12 (04)
  • [45] Inference for high-dimensional instrumental variables regression
    Gold, David
    Lederer, Johannes
    Tao, Jing
    [J]. JOURNAL OF ECONOMETRICS, 2020, 217 (01) : 79 - 111
  • [46] Scalable inference for high-dimensional precision matrix
    Zheng, Zemin
    Wang, Yue
    Yu, Yugang
    Li, Yang
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (23) : 8205 - 8224
  • [47] Lasso inference for high-dimensional time series
    Adamek, Robert
    Smeekes, Stephan
    Wilms, Ines
    [J]. JOURNAL OF ECONOMETRICS, 2023, 235 (02) : 1114 - 1143
  • [48] Universal Features for High-Dimensional Learning and Inference
    Huang, Shao-Lun
    Makur, Anuran
    Wornell, Gregory W.
    Zheng, Lizhong
    [J]. FOUNDATIONS AND TRENDS IN COMMUNICATIONS AND INFORMATION THEORY, 2024, 21 (1-2): : 1 - 299
  • [49] Markov Neighborhood Regression for High-Dimensional Inference
    Liang, Faming
    Xue, Jingnan
    Jia, Bochao
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2022, 117 (539) : 1200 - 1214
  • [50] Inference in High-Dimensional Online Changepoint Detection
    Chen, Yudong
    Wang, Tengyao
    Samworth, Richard J.
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2024, 119 (546) : 1461 - 1472