Exact post-selection inference for the generalized Lasso path
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Publication:1746554
DOI10.1214/17-EJS1363zbMath1473.62249arXiv1606.03552OpenAlexW2794254731MaRDI QIDQ1746554
Ryan J. Tibshirani, Sangwon Hyun, Max G'sell
Publication date: 25 April 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.03552
Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03) Nonparametric tolerance and confidence regions (62G15)
Related Items (7)
Post-model-selection inference in linear regression models: an integrated review ⋮ An integrated panel data approach to modelling economic growth ⋮ Post‐selection inference for changepoint detection algorithms with application to copy number variation data ⋮ More Powerful Selective Inference for the Graph Fused Lasso ⋮ Selective Inference for Hierarchical Clustering ⋮ Solution paths for the generalized Lasso with applications to spatially varying coefficients regression ⋮ Changepoint detection by the quantile Lasso method
Uses Software
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