Bootstrapping multiple linear regression after variable selection (Q2066517): Difference between revisions

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+https://doi.org/10.1007/s00362-019-01108-9
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+W2937979392
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+Q4769776
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+The bootstrap in hypothesis testing
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+Bagging predictors
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+Analyzing bagging
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+Model Selection: An Integral Part of Inference
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+Model Selection and Model Averaging
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+Big data and partial least‐squares prediction
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+Estimation and Accuracy After Model Selection
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+Least angle regression. (With discussion)
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+Confidence sets for model selection by F -testing
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+Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
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+Bootstrapping regression models
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+Data-driven nonparametric prediction intervals
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+On bagging and nonlinear estimation
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+Theoretical comparison of bootstrap confidence intervals
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+The Focused Information Criterion
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+Linear Regression Functions with Neglected Variables
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+Asymptotics for Lasso-type estimators.
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+Can one estimate the conditional distribution of post-model-selection estimators?
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+CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
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+On various confidence intervals post-model-selection
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Bootstrap estimation of covariance matrices via the percentile method
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+Some Comments on C P
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+Relaxed Lasso
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+Asymptotic properties of criteria for selection of variables in multiple regression
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+Linear Regression
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+Robust Multivariate Analysis
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+Applications of hyperellipsoidal prediction regions
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+Estimating the dimension of a model
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+Linear Model Selection by Cross-Validation
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+Shrinkage averaging estimation
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+Model selection and model averaging after multiple imputation
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+Uniform asymptotic inference and the bootstrap after model selection
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+Consistency of MLE, LSE and M-estimation under mild conditions
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+Q128116861
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