Can one estimate the conditional distribution of post-model-selection estimators? (Q869984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can one estimate the conditional distribution of post-model-selection estimators? |
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Can one estimate the conditional distribution of post-model-selection estimators? (English)
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12 March 2007
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inference after model selection
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pre-test estimator
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selection of regressors
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Akaike's information criterion AIC
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thresholding
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model uncertainty
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consistency
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uniform consistency
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lower risk bound
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