Pages that link to "Item:Q869984"
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The following pages link to Can one estimate the conditional distribution of post-model-selection estimators? (Q869984):
Displayed 50 items.
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- On various confidence intervals post-model-selection (Q254446) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- The benefit of group sparsity in group inference with de-biased scaled group Lasso (Q309547) (← links)
- Valid post-selection inference (Q355109) (← links)
- Model averaging procedure for partially linear single-index models (Q393639) (← links)
- Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds (Q438975) (← links)
- Small area estimation of the homeless in Los Angeles: an application of cost-sensitive stochastic gradient boosting (Q614137) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- On adaptive inference and confidence bands (Q661162) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
- Conditional predictive inference post model selection (Q834366) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Approximating data (Q955848) (← links)
- Model averaging for semiparametric additive partial linear models (Q989767) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Uniform asymptotic inference and the bootstrap after model selection (Q1650078) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- A penalized likelihood method for structural equation modeling (Q1695631) (← links)
- Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Jump estimation in inverse regression (Q1952028) (← links)
- Instrument search in pseudo-likelihood approach for nonignorable nonresponse (Q2042524) (← links)
- Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- In defense of the indefensible: a very naïve approach to high-dimensional inference (Q2075709) (← links)
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation (Q2087410) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Meta-analytic Gaussian network aggregation (Q2141634) (← links)
- Frequentist model averaging under inequality constraints (Q2156811) (← links)
- A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Nonparametric estimation and inference under shape restrictions (Q2405907) (← links)
- Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? (Q3632382) (← links)
- CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” (Q3632391) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints (Q4999163) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
- Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models (Q5743269) (← links)
- Weighted-Average Least Squares Prediction (Q5863646) (← links)
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)
- Forward-selected panel data approach for program evaluation (Q6163247) (← links)
- Approximate Selective Inference via Maximum Likelihood (Q6185576) (← links)