Can we trust the bootstrap in high-dimension?

2016/08/02 by Noureddine El Karoui, Karoui, Noureddine El, Elizabeth Purdom +1 · 2 citations
Mathematics · Decision Sciences · #Statistical Methods and Inference #Markov Chains and Monte Carlo Methods #Probabilistic and Robust Engineering Design

paper · pdf · doi:10.48550/arxiv.1608.00696

Abstract

We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where p

Citations

• Bootstrap Methods: Another Look at the Jackknife
• Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators : rigorous results

Cited by

• Asymptotic Inference for Constrained Regression
• Bootstrapping and Sample Splitting For High-Dimensional, Assumption-Free Inference

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