Uniformly valid confidence intervals post-model-selection

DOI10.1214/19-AOS1815zbMath1466.62263arXiv1611.01043MaRDI QIDQ2176628

François Bachoc, Lukas Steinberger, David Preinerstorfer

Publication date: 5 May 2020

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

Full work available at URL: https://arxiv.org/abs/1611.01043

zbMATH Keywords

regression; inference post-model-selection; uniform asymptotic inference

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F25: Parametric tolerance and confidence regions

62F35: Robustness and adaptive procedures (parametric inference)

62J02: General nonlinear regression

62F07: Statistical ranking and selection procedures