To cite SR(), Sim.CI(), Step() or ST() in publications, please use:

Zhang, X. and Cheng, G. (2017). Simultaneous inference for high-dimensional linear models. Journal of the American Statistical Association, 112(518), 757-768.<doi:10.1080/01621459.2016.1166114>

To cite boot.lasso.proj() (and its simultaneous intervals and group tests), please use:

Dezeure, R., Buehlmann, P. and Zhang, C.-H. (2017). High-dimensional simultaneous inference with the bootstrap. TEST, 26(4), 685-719.<doi:10.1007/s11749-017-0554-2>

For lasso.proj() (the de-sparsified lasso and the 'hdi' software), please also cite:

Dezeure, R., Buehlmann, P., Meier, L. and Meinshausen, N. (2015). High-dimensional inference: confidence intervals, p-values and R-software hdi. Statistical Science, 30(4), 533-558.<doi:10.1214/15-STS527>

Corresponding BibTeX entries:

  @Article{,
    title = {Simultaneous Inference for High-Dimensional Linear
      Models},
    author = {Xianyang Zhang and Guang Cheng},
    journal = {Journal of the American Statistical Association},
    year = {2017},
    volume = {112},
    number = {518},
    pages = {757--768},
    doi = {10.1080/01621459.2016.1166114},
  }

  @Article{,
    title = {High-Dimensional Simultaneous Inference with the
      Bootstrap},
    author = {Ruben Dezeure and Peter Bühlmann and Cun-Hui Zhang},
    journal = {TEST},
    year = {2017},
    volume = {26},
    number = {4},
    pages = {685--719},
    doi = {10.1007/s11749-017-0554-2},
  }

  @Article{,
    title = {High-Dimensional Inference: Confidence Intervals, p-Values
      and {R}-Software {hdi}},
    author = {Ruben Dezeure and Peter Bühlmann and Lukas Meier and
      Nicolai Meinshausen},
    journal = {Statistical Science},
    year = {2015},
    volume = {30},
    number = {4},
    pages = {533--558},
    doi = {10.1214/15-STS527},
  }