# High-Dimensional Inference: Confidence Intervals, p-Values and R-Software hdi

arXiv: https://arxiv.org/abs/1408.4026 · HTML: https://mlsanity.com/paper/1408.4026/

## Key facts

- Cited by 18 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Aug 2014.

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## Abstract (arXiv)

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.