Uniform asymptotic inference and the bootstrap after model selection

DOI10.1214/17-AOS1584zbMath1392.62210arXiv1506.06266OpenAlexW2963312390MaRDI QIDQ1650078

Alessandro Rinaldo, Ryan J. Tibshirani, Larry Alan Wasserman, Robert Tibshirani

Publication date: 29 June 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.06266

zbMATH Keywords

bootstrapasymptoticsLassoselective inferenceforward stepwise regressionpost-selection inference

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

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Uses Software

• covTest

Cites Work

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