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Comments on: High-dimensional simultaneous inference with the bootstrap

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  • Matthias Löffler

    (University of Cambridge)

  • Richard Nickl

    (University of Cambridge)

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  • Matthias Löffler & Richard Nickl, 2017. "Comments on: High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 731-733, December.
    • Handle: RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0558-y
    DOI: 10.1007/s11749-017-0558-y
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    References listed on IDEAS

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    1. Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang, 2017. "High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 685-719, December.
    2. Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang, 2017. "Rejoinder on: High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 751-758, December.
    3. Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors," Papers 1212.6906, arXiv.org, revised Jan 2018.
    4. Yu I. Ingster & Alexandre B. Tsybakov & N. Verzelzn, 2010. "Detection Boundary in Sparse Regression," Working Papers 2010-28, Center for Research in Economics and Statistics.
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    Cited by:

    1. Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang, 2017. "Rejoinder on: High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 751-758, December.

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