, Volume 26, Issue 4, pp 720–728 | Cite as

Comments on: High-dimensional simultaneous inference with the bootstrap

  • Jelena BradicEmail author
  • Yinchu Zhu


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.


p-values Robustness Sampling 

Mathematics Subject Classification

62J05 62F03 62F40 


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  2. Mammen E (1993) Bootstrap and wild bootstrap for high dimensional linear models. Ann Stat 21(1):255–285MathSciNetCrossRefzbMATHGoogle Scholar
  3. Zhang X, Cheng G (2017) Simultaneous inference for high-dimensional linear models. J Am Stat Assoc 112(518):757–768Google Scholar
  4. Zhu Y, Bradic J (2016) Hypothesis testing in non-sparse high-dimensional linear models. arXiv:1610.02122

Copyright information

© Sociedad de Estadística e Investigación Operativa 2017

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of California, San DiegoLa JollaUSA
  2. 2.Lundquist College of BusinessUniversity of Oregon EugeneEugeneUSA

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