Comments on: High-dimensional simultaneous inference with the bootstrap
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DOI: 10.1007/s11749-017-0559-x
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- Chatterjee, A. & Lahiri, S. N., 2011. "Bootstrapping Lasso Estimators," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 608-625.
- 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.
- 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.
- Kendrick N. Kay & Thomas Naselaris & Ryan J. Prenger & Jack L. Gallant, 2008. "Identifying natural images from human brain activity," Nature, Nature, vol. 452(7185), pages 352-355, March.
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- 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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Keywords
Ranking and selection; Mean squared error; Coverage; High-dimensional statistical inference; Bootstrapping LassoOLS;All these keywords.
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