Comments on: High-dimensional simultaneous inference with the bootstrap

被引:1
|
作者
Bradic, Jelena [1 ]
Zhu, Yinchu [2 ]
机构
[1] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
[2] Univ Oregon Eugene, Lundquist Coll Business, Eugene, OR USA
关键词
p-values; Robustness; Sampling; LINEAR-MODELS;
D O I
10.1007/s11749-017-0556-0
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
The authors should be congratulated on their insightful article proposing forms of residual and paired bootstrap methodologies in the context of simultaneous testing in sparse and high-dimensional linear models. We appreciate the clear exposition of their work, and the effectiveness of the proposed method. The authors advocate for the bootstrap of a complete high-dimensional estimate rather than the linearized part of the test statistic. We appreciate the opportunity to comment on several aspects of this article.
引用
收藏
页码:720 / 728
页数:9
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