The DOI matches its Crossref record; 7 of the 7 references it cites were found in a registry or an index.
High-Dimensional Inference: Confidence Intervals, $p$-Values and R-Software hdi
Open accessAbstract
We present a (selective) review of recent frequentist high-dimensional inference methods for constructing $p$-values and confidence intervals in linear and generalized linear models. We include a broad, comparative empirical study which complements the viewpoint from statistical methodology and theory. Furthermore, we introduce and illustrate the R-package hdi which easily allows the use of different methods and supports reproducibility.
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Cites
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Zou, H. (2006) · Journal of the American Statistical Association · doi:10.1198/016214506000000735 · Cited by 7,470
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Cited by
Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
Candès, E., Fan, Y., Janson, L., & Lv, J. (2018) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/rssb.12265 · Cited by 632
(2023) · doi:10.1214/22-aoas1673 · Cited by 72
Metadata
- Authors
- Dezeure, R., Bühlmann, P., Meier, L., & Meinshausen, N.
- Venue
- Statistical Science
- Publisher
- Institute of Mathematical Statistics
- Published
- 2015-11-01
- Volume
- 30
- Issue
- 4
- Pages
- 533-558
- ISSN
- 0883-4237 (ISSN-L)
- OpenAlex
- W1741702827
- Cited by
- 178
- References
- 7
- FWCI
- 10.22
- Type
- journal article
- Language
- en
- Open access
- green
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- Dezeure, R., Bühlmann, P., Meier, L., & Meinshausen, N. (2015). High-Dimensional Inference: Confidence Intervals, $p$-Values and R-Software hdi. Statistical Science. https://doi.org/10.1214/15-sts527
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