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Comments on: High-dimensional simultaneous inference with the bootstrap

Author

Listed:
  • Jelena Bradic

    (University of California, San Diego)

  • Yinchu Zhu

    (University of Oregon Eugene)

Abstract

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.

Suggested Citation

  • Jelena Bradic & Yinchu Zhu, 2017. "Comments on: High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 720-728, December.
    • Handle: RePEc:spr:testjl:v:26:y:2017:i:4:d:10.1007_s11749-017-0556-0
    DOI: 10.1007/s11749-017-0556-0
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    References listed on IDEAS

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    1. J.J. Heckman & E.E. Leamer (ed.), 2001. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 5, number 5.
    2. Xianyang Zhang & Guang Cheng, 2017. "Simultaneous Inference for High-Dimensional Linear Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(518), pages 757-768, April.
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    Cited by:

    1. Ruben Dezeure & Peter Bühlmann & Cun-Hui Zhang, 2017. "Rejoinder on: High-dimensional simultaneous inference with the bootstrap," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 751-758, December.

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    Keywords

    p-values; Robustness; Sampling;
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