The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations (Q2485973)
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scientific article; zbMATH DE number 2192712
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| English | The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations |
scientific article; zbMATH DE number 2192712 |
Statements
The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations (English)
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5 August 2005
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Model uncertainty
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Model selection
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Inference after model selection
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Distribution of post-model-selection estimators
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Linear predictor constructed after model selection
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Pre-test estimator
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0.9862505
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0.89171463
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0.88596976
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0.8817396
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0.8752708
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