Can one estimate the conditional distribution of post-model-selection estimators? (Q869984): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3102065143
@@ Property / OpenAlex ID: W3102065143 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0702703
@@ Property / arXiv ID: math/0702703 / rank @@
+Normal rank
@@ Property / cites work @@
+Least squares, preliminary test and Stein‐type estimation in general vector <i>AR</i>(<i>p</i>) models
+Normal rank
@@ Property / cites work @@
+Model selection by multiple test procedures
@@ Property / cites work: Model selection by multiple test procedures / rank @@
+Normal rank
@@ Property / cites work @@
+On the harm that ignoring pretesting can cause
@@ Property / cites work: On the harm that ignoring pretesting can cause / rank @@
+Normal rank
@@ Property / cites work @@
+On model uncertainty and its statistical implications. Proceedings of a workshop, held in Groningen, Netherlands, September 25-26, 1986
+Normal rank
@@ Property / cites work @@
+Variance Estimation in a Model With Gaussian Submodels
+Normal rank
@@ Property / cites work @@
+Frequentist Model Average Estimators
@@ Property / cites work: Frequentist Model Average Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Incorporating lag order selection uncertainty in parameter inference for AR models
+Normal rank
@@ Property / cites work @@
+The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
+Normal rank
@@ Property / cites work @@
+Q5326865
@@ Property / cites work: Q5326865 / rank @@
+Normal rank
@@ Property / cites work @@
+THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
+Normal rank
@@ Property / cites work @@
+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
@@ Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank @@
+Normal rank
@@ Property / cites work @@
+PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
+Normal rank
@@ Property / cites work @@
+Q4219536
@@ Property / cites work: Q4219536 / rank @@
+Normal rank
@@ Property / cites work @@
+The distribution of estimators after model selection:large and small sample results
+Normal rank
@@ Property / cites work @@
+Conditional properties of statistical procedures
@@ Property / cites work: Conditional properties of statistical procedures / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of maximum likelihood estimators based on conditional specification
+Normal rank
@@ Property / cites work @@
+On preliminary test and shrinkage M-estimation in linear models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:869984