Pages that link to "Item:Q3632382"
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The following pages link to CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? (Q3632382):
Displaying 38 items.
- On various confidence intervals post-model-selection (Q254446) (← links)
- Valid post-selection inference (Q355109) (← links)
- Simultaneous confidence bands for Yule-Walker estimators and order selection (Q450047) (← links)
- Focused vector information criterion model selection and model averaging regression with missing response (Q464389) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← 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)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- An improved model averaging scheme for logistic regression (Q1026355) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- Uniform asymptotic inference and the bootstrap after model selection (Q1650078) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Model selection in utility-maximizing binary prediction (Q2024476) (← links)
- Quantile-based portfolios: post-model-selection estimation with alternative specifications (Q2051169) (← 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)
- Network differential connectivity analysis (Q2080732) (← links)
- On universally consistent and fully distribution-free rank tests of vector independence (Q2091822) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- Larry Brown's contributions to parametric inference, decision theory and foundations: a survey (Q2194579) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Frequentist model averaging with missing observations (Q2445787) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN (Q4643227) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- (Q4969155) (← links)
- On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints (Q4999163) (← links)
- Weighted-Average Least Squares Prediction (Q5863646) (← links)
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK (Q6145543) (← links)