On various confidence intervals post-model-selection (Q254446): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Hybrid and Size-Corrected Subsampling Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valid post-selection inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4188569 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Conditional Level of Student's $t$ Test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Note on a Conditional Property of Student's $t^1$ / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least angle regression. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5326865 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Can one estimate the conditional distribution of post-model-selection estimators? / rank
 
Normal rank
Property / cites work
 
Property / cites work: PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Conditional Level of the F-Test / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5326962 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence sets based on sparse estimators are necessarily large / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the adaptive LASSO estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence sets based on penalized maximum likelihood estimators in Gaussian regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributional results for thresholding estimators in high-dimensional Gaussian regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied Regression Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of maximum likelihood estimators based on conditional specification / rank
 
Normal rank
Property / cites work
 
Property / cites work: On preliminary test and shrinkage M-estimation in linear models / rank
 
Normal rank

Revision as of 13:25, 11 July 2024

scientific article
Language Label Description Also known as
English
On various confidence intervals post-model-selection
scientific article

    Statements

    On various confidence intervals post-model-selection (English)
    0 references
    0 references
    0 references
    0 references
    8 March 2016
    0 references
    confidence intervals
    0 references
    model selection
    0 references
    nonstandard coverage target
    0 references
    AIC
    0 references
    BIC
    0 references
    Lasso
    0 references
    0 references
    0 references
    0 references

    Identifiers