hdi swMATH ID: 22818 Software Authors: Lukas Meier, Ruben Dezeure, Nicolai Meinshausen, Martin Maechler, Peter Buehlmann Description: R package hdi: High-Dimensional Inference. Implementation of multiple approaches to perform inference in high-dimensional models. Homepage: https://cran.r-project.org/web/packages/hdi/index.html Source Code: https://github.com/cran/hdi Keywords: de-biased lasso; de-sparsified lasso; Gaussian approximation for maxima; high-dimensional linear model; heteroscedastic errors; multiple testing; Westfall-Young method Related Software: covTest; R; selectiveInference; glmnet; GitHub; hierinf; conformalInference; CorrT; hdm; bootstrap; fregion; MultinomialCI; fda (R); hierGWAS; missForest; MICE; leapp; DDL; Eigenstrat; CRAN Cited in: 30 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year High-dimensional simultaneous inference with the bootstrap. Zbl 06833591Dezeure, Ruben; Bühlmann, Peter; Zhang, Cun-Hui 2017 all top 5 Cited by 62 Authors 7 Bühlmann, Peter 3 Dezeure, Ruben 2 Guo, Zijian 2 Liu, Hanzhong 2 Renaux, Claude 2 Zhang, Cun-Hui 1 Asgharian, Masoud 1 Belloni, Alexandre 1 Buzdugan, Laura 1 Cai, Tony Tony 1 Ćevid, Domagoj 1 Chen, Xiongzhi 1 Chernozhukov, Victor 1 Ciuperca, Gabriela 1 Claeskens, Gerda 1 Das, Debraj 1 Deng, Hang 1 El Karoui, Noureddine 1 Finos, Livio 1 Gao, Jiti 1 Gregory, Karl Bruce 1 G’sell, Max 1 Gueuning, Thomas 1 Härdle, Wolfgang Karl 1 He, Yi 1 Hemerik, Jesse 1 Huang, Chen 1 Jaidee, Sombut 1 Jeng, X. Jessie 1 Kalisch, Markus 1 Khalili, Abbas 1 Krampe, Jonas 1 Kreiß, Jens-Peter 1 Lahiri, Soumendra Nath 1 Lee, Stephen Man Sing 1 Li, Sai 1 Liao, Yuan 1 Lin, Zhenhua 1 Löffler, Matthias 1 Lopes, Miles E. 1 Meier, Lukas 1 Meinshausen, Nicolai 1 Müller, Hans-Georg 1 Newey, Whitney Kent 1 Nickl, Richard 1 Paparoditis, Efstathios 1 Politis, Dimitris Nicolas 1 Purdom, Elizabeth 1 Rinaldo, Alessandro 1 Thoresen, Magne 1 Van de Geer, Sara Anna 1 Wang, Rui 1 Wang, Weining 1 Wasserman, Larry Alan 1 Xu, Xingzhong 1 Yang, Puyudi 1 Yi, Sangyoon 1 Yu, Bin 1 Zhang, Dongliang 1 Zhang, Xianyang 1 Zhang, Yunyi 1 Zhu, Ke all top 5 Cited in 16 Serials 8 The Annals of Statistics 4 Test 3 Electronic Journal of Statistics 2 Journal of Econometrics 2 Computational Statistics and Data Analysis 1 Scandinavian Journal of Statistics 1 Journal of Multivariate Analysis 1 Statistical Science 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Statistical Papers 1 Statistica Sinica 1 Bernoulli 1 Econometric Theory 1 Journal of Machine Learning Research (JMLR) 1 Statistics Surveys Cited in 3 Fields 30 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year