epsiwal (Q144583)
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Exact Post Selection Inference with Applications to the Lasso
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | epsiwal |
Exact Post Selection Inference with Applications to the Lasso |
Statements
10 June 2026
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Implements the conditional estimation procedure of Lee, Sun, Sun and Taylor (2016) <doi:10.1214/15-AOS1371>. This procedure allows hypothesis testing on the mean of a normal random vector subject to linear constraints. Also supports computation of the MLE of the mean subject to the same constraints.
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