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Revision as of 23:48, 19 March 2024

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The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
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    The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations (English)
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    5 August 2005
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    Model uncertainty
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    Model selection
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    Inference after model selection
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    Distribution of post-model-selection estimators
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    Linear predictor constructed after model selection
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    Pre-test estimator
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