Testing the population mean is fundamental in statistical inference. When the dimensionality
of a population is high, traditional Hotelling's $ T^ 2$ test becomes practically infeasible due …

Bootstrap smoothed (bagged) parameter estimators have been proposed as an
improvement on estimators found after preliminary data‐based model selection. A result of …

In this thesis, we investigate the data analytic approach to integrate the model selection
uncertainty into the statistical inferences of high dimensional estimators. Two closed-form …