Uniformly valid confidence intervals post-model-selection (Q2176628): Difference between revisions

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+.01043
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+Asymptotic Validity of F Tests for the Ordinary Linear Model and the Multiple Correlation Model
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+Valid confidence intervals for post-model-selection predictors
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+Uniformly valid confidence intervals post-model-selection
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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+Valid post-selection inference
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+Least angle regression. (With discussion)
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+Q5621854
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+Maximum likelihood estimation in misspecified generalized linear models
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+Q5829358
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+Q5613647
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
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+On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints
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+Active sets of predictors for misspecified logistic regression
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+Exact post-selection inference, with application to the Lasso
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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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+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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+Model Selection Principles in Misspecified Models
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+A Note on Infinitely Divisible Random Vectors
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+Confidence sets based on sparse estimators are necessarily large
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+Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
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+Post‐selection inference for ‐penalized likelihood models
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+Uniform asymptotic inference and the bootstrap after model selection
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Maximum Likelihood Estimation of Misspecified Models
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+Spherical Cap Packing Asymptotics and Rank-Extreme Detection
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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