Comments on: High-dimensional simultaneous inference with the bootstrap
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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.
Keywordsp-values Robustness Sampling
Mathematics Subject Classification62J05 62F03 62F40
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