Valid post-selection inference in model-free linear regression
DOI10.1214/19-AOS1917zbMATH Open1455.62137OpenAlexW3088350445MaRDI QIDQ2215767FDOQ2215767
Authors: Arun Kumar Kuchibhotla, Lawrence Brown, Andreas Buja, Junhui Cai, Edward I. George, Linda H. Zhao 
Publication date: 14 December 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1600480938
Recommendations
- Valid post-selection inference
- Valid confidence intervals for post-model-selection predictors
- Exact post-selection inference, with application to the Lasso
- Uniformly valid confidence intervals post-model-selection
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
model selectionsimultaneous inferencemultiplier bootstrapconcentration inequalitiesuniform consistencyhigh-dimensional linear regressionOrlicz norms
Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)
Cites Work
- Central limit theorems and bootstrap in high dimensions
- Uniformly valid confidence intervals post-model-selection
- Exact post-selection inference, with application to the Lasso
- Valid post-selection inference
- Frequentist Model Average Estimators
- The Conditional Level of the F-Test
- Note on a Conditional Property of Student's $t^1$
- An asymptotic theory for model selection inference in general semiparametric problems
- Uniform asymptotic inference and the bootstrap after model selection
- Using i.i.d. bootstrap inference for general non-i.i.d. models
- Inflation of R 2 in Best Subset Regression
- Valid confidence intervals for post-model-selection predictors
- Sparse estimation of high-dimensional correlation matrices
- On the post selection inference constant under restricted isometry properties
- Linear and Conic Programming Estimators in High Dimensional Errors-in-variables Models
- Models as approximations. I. Consequences illustrated with linear regression
Cited In (18)
- UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK
- Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings
- Uniformly valid confidence intervals post-model-selection
- On the post selection inference constant under restricted isometry properties
- Post-model-selection inference in linear regression models: an integrated review
- Post-selection inference via algorithmic stability
- A structured brain‐wide and genome‐wide association study using ADNI PET images
- Multicarving for high-dimensional post-selection inference
- A new technique for postsample model selection and validation
- Score Tests With Incomplete Covariates and High-Dimensional Auxiliary Variables
- Valid confidence intervals for post-model-selection predictors
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
- Post-model-selection prediction intervals for generalized linear models
- Exact post-selection inference, with application to the Lasso
- Valid post-selection inference
- Analysis of heterogeneous networks with unknown dependence structure
- A (tight) upper bound for the length of confidence intervals with conditional coverage
- Forward stability and model path selection
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