{"595978":{"#nid":"595978","#data":{"type":"event","title":"Statistics Series- Cun-hui Zhang","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E Simultaneous Bootstrap Inference with High-Dimensional Data\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E We propose bootstrap methodologies for simultaneous inference of low-dimensional parameters with high dimensional data. We focus on simultaneous con\ufb01dence intervals for individual coe\ufb03cients in linear regression, although our approach is applicable in much broader contexts. The problem can be solved by de-biasing regularized estimators such as the Lasso. However, the Bonferroni adjustment is overly conservative and asymptotic theory is complicated, especially for non-Gaussian and heteroscedastic errors. We propose residual, wild and empirical bootstrap methodologies for more accurate and robust simultaneous inference and study sample size requirements and other properties of such procedures. Our theory is complemented by many empirical results.\u003C\/p\u003E\r\n\r\n\u003Cp\u003E\u003Cstrong\u003E\u0026nbsp;\u003C\/strong\u003E\u003C\/p\u003E\r\n","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"Statistics Series- Cun-hui Zhang"}],"uid":"34547","created_gmt":"2017-09-15 12:47:06","changed_gmt":"2017-09-15 12:47:06","author":"nhendricks6","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2017-09-21T12:00:00-04:00","event_time_end":"2017-09-21T13:00:00-04:00","event_time_end_last":"2017-09-21T13:00:00-04:00","gmt_time_start":"2017-09-21 16:00:00","gmt_time_end":"2017-09-21 17:00:00","gmt_time_end_last":"2017-09-21 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[{"id":"78761","name":"Faculty\/Staff"},{"id":"78771","name":"Public"},{"id":"78751","name":"Undergraduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}