Comments on: High-dimensional simultaneous inference with the bootstrap

Jelena Bradic () and Yinchu Zhu ()
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Jelena Bradic: University of California, San Diego

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2017, vol. 26, issue 4, No 2, 720-728

Abstract: 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.

Keywords: p-values; Robustness; Sampling; 62J05; 62F03; 62F40 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s11749-017-0556-0

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