| Publication | Date of Publication | Type |
|---|
A (tight) upper bound for the length of confidence intervals with conditional coverage
Electronic Journal of Statistics | 2024-05-29 | Paper |
STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA
Econometric Theory | 2024-01-09 | Paper |
| Assumption-lean conditional predictive inference via the Jackknife and the Jackknife+ | 2023-12-22 | Paper |
Conditional predictive inference for stable algorithms
The Annals of Statistics | 2023-05-10 | Paper |
On the length of post-model-selection confidence intervals conditional on polyhedral constraints
Journal of the American Statistical Association | 2021-07-06 | Paper |
Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
Biometrics | 2020-02-07 | Paper |
Prediction when fitting simple models to high-dimensional data
The Annals of Statistics | 2019-05-10 | Paper |
Valid confidence intervals for post-model-selection predictors
The Annals of Statistics | 2019-05-10 | Paper |
Valid confidence intervals for post-model-selection predictors
The Annals of Statistics | 2019-05-10 | Paper |
Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
| Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference | 2018-09-12 | Paper |
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
Contributions to Statistics | 2017-12-06 | Paper |
Comment
Journal of the American Statistical Association | 2017-10-13 | Paper |
On conditional moments of high-dimensional random vectors given lower-dimensional projections
Bernoulli | 2017-09-21 | Paper |
On conditional moments of high-dimensional random vectors given lower-dimensional projections
Bernoulli | 2017-09-21 | Paper |
Sparse estimators and the oracle property, or the return of Hodges' estimator
Journal of Econometrics | 2016-06-03 | Paper |
On various confidence intervals post-model-selection
Statistical Science | 2016-03-08 | Paper |
On various confidence intervals post-model-selection
Statistical Science | 2016-03-08 | Paper |
| Leave-one-out prediction intervals in linear regression models with many variables | 2016-02-18 | Paper |
The distribution of a linear predictor after model selection: unconditional finite-sample distributions and asymptotic approximations
(available as arXiv preprint) | 2013-07-31 | Paper |
On the conditional distributions of low-dimensional projections from high-dimensional data
The Annals of Statistics | 2013-07-24 | Paper |
On the conditional distributions of low-dimensional projections from high-dimensional data
The Annals of Statistics | 2013-07-24 | Paper |
Shrinkage estimators for prediction out-of-sample: conditional performance
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
Admissibility of the usual confidence interval in linear regression
Electronic Journal of Statistics | 2013-05-27 | Paper |
Admissibility of the usual confidence interval in linear regression
Electronic Journal of Statistics | 2013-05-27 | Paper |
Model Selection
Handbook of Financial Time Series | 2009-11-27 | Paper |
Concentration of the spectral measure of large Wishart matrices with dependent entries
Electronic Communications in Probability | 2009-11-20 | Paper |
Concentration of the spectral measure of large Wishart matrices with dependent entries
Electronic Communications in Probability | 2009-11-20 | Paper |
Concentration of the spectral measure of large Wishart matrices with dependent entries
Electronic Communications in Probability | 2009-11-20 | Paper |
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
Journal of Multivariate Analysis | 2009-09-28 | Paper |
Conditional predictive inference post model selection
The Annals of Statistics | 2009-08-19 | Paper |
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
Econometric Theory | 2009-06-11 | Paper |
CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
Econometric Theory | 2009-06-11 | Paper |
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
Bernoulli | 2009-03-02 | Paper |
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection
Journal of the American Statistical Association | 2007-08-20 | Paper |
Can one estimate the conditional distribution of post-model-selection estimators?
The Annals of Statistics | 2007-03-12 | Paper |
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
Econometric Theory | 2006-03-22 | Paper |
MODEL SELECTION AND INFERENCE: FACTS AND FICTION
Econometric Theory | 2005-10-18 | Paper |
The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
Journal of Statistical Planning and Inference | 2005-08-05 | Paper |
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
Econometric Theory | 2004-02-11 | Paper |
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
Econometric Theory | 2003-05-18 | Paper |
| scientific article; zbMATH DE number 1890888 (Why is no real title available?) | 2003-04-02 | Paper |
Asymptotic properties of the spectral test, diaphony, and related quantities
Mathematics of Computation | 2001-12-10 | Paper |
New primitive $t$-nomials $(t = 3,5)$ over $GF(2)$ whose degree is a Mersenne exponent
Mathematics of Computation | 2000-03-15 | Paper |
| scientific article; zbMATH DE number 1390117 (Why is no real title available?) | 2000-01-17 | Paper |
| scientific article; zbMATH DE number 1103080 (Why is no real title available?) | 1998-11-01 | Paper |
Inversive and linear congruential pseudorandom number generators in empirical tests
ACM Transactions on Modeling and Computer Simulation | 1998-04-01 | Paper |
Dyadic diaphony
Acta Arithmetica | 1997-07-24 | Paper |
