期刊
STATISTICAL SCIENCE
卷 30, 期 4, 页码 533-558出版社
INST MATHEMATICAL STATISTICS
DOI: 10.1214/15-STS527
关键词
Clustering; confidence interval; generalized linear model; high-dimensional statistical inference; linear model; multiple testing; p-value; R-software
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.
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