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High-Dimensional Inference: Confidence Intervals, $p$-Values and R-Software hdi

Open access
Dezeure, Ruben, Bühlmann, Peter, Meier, Lukas, Meinshausen, Nicolai·2015·Statistical Science

Abstract

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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Metadata

Authors
Dezeure, R., Bühlmann, P., Meier, L., & Meinshausen, N.
Venue
Statistical Science
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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CoChat. (2026). Citation check: High-Dimensional Inference: Confidence Intervals, $p$-Values and R-Software hdi. https://app.cochat.ai/papers/10.1214/15-sts527
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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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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.