High-Dimensional Inference: Confidence Intervals, p-Values and R-Software hdi
High-Dimensional Inference: Confidence Intervals, p-Values and R-Software hdi
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DOI：
10.1214/15-sts527
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发表时间：
2015-11-01
影响因子：
5.7
通讯作者：
Meinshausen, Nicolai
中科院分区：
文献类型：
--
作者：
Dezeure, Ruben;Buehlmann, Peter;Meinshausen, Nicolai
我们提出了一个（选择性的）审查最近的频率论高维推理方法构建p值和置信区间的线性和广义线性模型。我们包括一项广泛的比较实证研究，它补充了统计方法和理论的观点。此外，我们还介绍和说明了R-包HDI，它可以轻松地使用不同的方法，并支持再现性。
We present a (selective) review of recent frequentist high-dimensional inference methods for constructing p-values and confidence intervals in linear and generalized linear models. We include a broad, comparative empirical study which complements the viewpoint from statistical methodology and theory. Furthermore, we introduce and illustrate the R-package hdi which easily allows the use of different methods and supports reproducibility.