The following pages link to A significance test for the lasso (Q2249837):
Displayed 41 items.
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- Sparse estimation of Cox proportional hazards models via approximated information criteria (Q154277) (← links)
- Familywise error rate control via knockoffs (Q276230) (← links)
- Inference in adaptive regression via the Kac-Rice formula (Q282472) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem (Q312068) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Beyond support in two-stage variable selection (Q517395) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Powerful test based on conditional effects for genome-wide screening (Q1647641) (← links)
- Uniform asymptotic inference and the bootstrap after model selection (Q1650078) (← links)
- Scalable methods for Bayesian selective inference (Q1657959) (← links)
- Data shared Lasso: a novel tool to discover uplift (Q1659082) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- Logistic regression: from art to science (Q1750250) (← links)
- Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
- Selective inference with a randomized response (Q1750283) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
- Debiasing the Lasso: optimal sample size for Gaussian designs (Q1991670) (← links)
- Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
- On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
- Regularization techniques in joinpoint regression (Q2374428) (← links)
- Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors (Q2407765) (← links)
- Penalized regression for interval-censored times of disease progression: Selection of HLA markers in psoriatic arthritis (Q2803501) (← links)
- OR Forum—An Algorithmic Approach to Linear Regression (Q2806052) (← links)
- A permutation approach for selecting the penalty parameter in penalized model selection (Q2809556) (← links)
- Statistical learning and selective inference (Q2962284) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
- Goodness-of-Fit Tests for High Dimensional Linear Models (Q4603816) (← links)
- A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures (Q4607377) (← links)
- Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621) (← links)
- Identification of biomarker‐by‐treatment interactions in randomized clinical trials with survival outcomes and high‐dimensional spaces (Q5280185) (← links)
- Testing Shape Constraints in Lasso Regularized Joinpoint Regression (Q5283083) (← links)
- Bayesian inference for high‐dimensional linear regression under mnet priors (Q5507353) (← links)
- Consistent parameter estimation for Lasso and approximate message passing (Q5916043) (← links)