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

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