Skip to main content
Log in

Rejoinder on: High-dimensional simultaneous inference with the bootstrap

  • Discussion
  • Published:
TEST Aims and scope Submit manuscript

Abstract

We thank the discussants for their interesting, inspiring and thoughtful comments and ideas. We provide here some responses.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Bang H, Robins J (2005) Doubly robust estimation in missing data and causal inference models. Biometrics 61:962–972

    Article  MathSciNet  MATH  Google Scholar 

  • Benjamini Y, Yekutieli D (2005) False discovery rate-adjusted multiple confidence intervals for selected parameters. J Am Stat Assoc 100:71–81

    Article  MathSciNet  MATH  Google Scholar 

  • Berk R, Brown L, Buja A, Zhang K, Zhao L (2013) Valid postselection inference. Ann Stat 41:802–837

    Article  MATH  Google Scholar 

  • Bradic J, Zhu Y (2017) Comments on: high-dimensional simultaneous inference with the bootstrap. TEST. doi:10.1007/s11749-017-0556-0

  • Bühlmann P (2013) Statistical significance in high-dimensional linear models. Bernoulli 19:1212–1242

    Article  MathSciNet  MATH  Google Scholar 

  • Chatterjee A (2017) Comments on: high-dimensional simultaneous inference with the bootstrap. TEST. doi:10.1007/s11749-017-0557-z

  • Dezeure R, Bühhlmann P, Zhang CH (2017) High-dimensional simultaneous inference with the bootstrap (with discussion). TEST. doi:10.1007/s11749-017-0554-2

  • Dezeure R, Bühlmann P, Meier L, Meinshausen N (2015) High-dimensional inference: confidence intervals, \(p\) values and R-software hdi. Stat Sci 30:533–558

    Article  MathSciNet  Google Scholar 

  • Hall P (1988) Theoretical comparison of bootstrap confidence intervals. Ann Stat 16:927–953

    Article  MathSciNet  MATH  Google Scholar 

  • Javanmard A, Montanari A (2014) Confidence intervals and hypothesis testing for high-dimensional regression. J Mach Learn Res 15:2869–2909

    MathSciNet  MATH  Google Scholar 

  • Lee JD, Sun DL, Sun Y, Taylor JE (2016) Exact post-selection inference, with application to the lasso. Ann Stat 44:907–927

    Article  MathSciNet  MATH  Google Scholar 

  • Liu H, Yu B (2013) Asymptotic properties of lasso+mls and lasso+ridge in sparse high-dimensional linear regression. Electron J Stat 7:3124–3169

    Article  MathSciNet  MATH  Google Scholar 

  • Liu H, Yu B (2017) Comments on: high-dimensional simultaneous inference with the bootstrap. TEST. doi:10.1007/s11749-017-0559-x

  • Lockhart R, Samworth R (2017) Comments on: high-dimensional simultaneous inference with the bootstrap. TEST. doi:10.1007/s11749-017-0555-1

  • Löffler M, Nickl R (2017) Comments on: high-dimensional simultaneous inference with the bootstrap. TEST. doi:10.1007/s11749-017-0558-y

  • Mandozzi J, Bühlmann P (2016a) Hierarchical testing in the high-dimensional setting with correlated variables. J Am Stat Assoc 111:331–343

    Article  MathSciNet  Google Scholar 

  • Mandozzi J, Bühlmann P (2016b) A sequential rejection testing method for high-dimensional regression with correlated variables. Int J Biostat 12:79–95

    Article  MathSciNet  Google Scholar 

  • Meinshausen N, Meier L, Bühlmann P (2009) \(P\) values for high-dimensional regression. J Am Stat Assoc 104:1671–1681

    Article  MathSciNet  MATH  Google Scholar 

  • Mitra R, Zhang C-H (2016) The benefit of group sparsity in group inference with de-biased scaled group Lasso. Electron J Stat 10:1829–1873

    Article  MathSciNet  MATH  Google Scholar 

  • Scharfstein D, Rotnitzky A, Robins J (1999) Adjusting for nonignorable drop-out using semiparametric nonresponse models (with discussion). J Am Stat Assoc 94:1096–1146

    Article  MATH  Google Scholar 

  • van de Geer S, Bühlmann P, Ritov Y, Dezeure R (2014) On asymptotically optimal confidence regions and tests for high-dimensional models. Ann Stat 42:1166–1202

    Article  MathSciNet  MATH  Google Scholar 

  • van de Geer S, Stucky B (2016) \(\chi ^2\)-confidence sets in high-dimensional regression. In: Frigessi A, Bühlmann P, Glad IK, Langaas M, Richardson S, Vannucci M (eds) Statistical analysis for high-dimensional data, the abel symposium 2014. Springer, New York, pp 279–306

    Google Scholar 

  • Zhang C-H, Zhang SS (2014) Confidence intervals for low dimensional parameters in high dimensional linear models. J Roy Stat Soc B 76:217–242

    Article  MathSciNet  Google Scholar 

  • Zhang X, Cheng G (2016) Simultaneous inference for high-dimensional linear models. J Am Stat Assoc. doi:10.1080/01621459.2016.1166114

    Google Scholar 

  • Zhu Y, Bradic J (2016) Hypothesis testing in non-sparse high-dimensional linear models. arXiv:1610.02122

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Peter Bühlmann.

Additional information

Ruben Dezeure is partially supported by the Swiss National Science Foundation SNF 2-77991-14. Cun-Hui Zhang is partially supported by NSF Grants IIS-140793, DMS-15-13378 and DMS-17-21495.

This rejoinder refers to the comments available at doi:10.1007/s11749-017-0555-1; doi: 10.1007/s11749-017-0556-0; doi:10.1007/s11749-017-0557-z; doi: 10.1007/s11749-017-0558-y; doi:10.1007/s11749-017-0559-x.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Dezeure, R., Bühlmann, P. & Zhang, CH. Rejoinder on: High-dimensional simultaneous inference with the bootstrap. TEST 26, 751–758 (2017). https://doi.org/10.1007/s11749-017-0560-4

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11749-017-0560-4

Keywords

Mathematics Subject Classification

Navigation