On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints (Q4999163): Difference between revisions

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+Valid confidence intervals for post-model-selection predictors
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+Valid post-selection inference
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+Q3241504
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+A Statistical View of Some Chemometrics Regression Tools
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+Exact post-selection inference, with application to the Lasso
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+Admissibility of the Usual Confidence Set for the Mean of a Univariate or Bivariate Normal Population: The Unknown Variance Case
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+Can one estimate the conditional distribution of post-model-selection estimators?
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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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+Confidence sets based on sparse estimators are necessarily large
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+Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
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+Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models
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+Post‐selection inference for ‐penalized likelihood models
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+Asymptotics of Selective Inference
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+Q4864293
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+The Lasso problem and uniqueness
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