Optimal finite sample post-selection confidence distributions in generalized linear models

DOI10.1016/J.JSPI.2022.06.001MaRDI QIDQ2676891zbMATH OpenOpenAlexWikidataFDO

Authors Andrea C. Garcia-Angulo, Gerda Claeskens

Publication date 28 September 2022

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2022.06.001

zbMATH Keywords

confidence distributionconfidence intervalexponential familymodel selectionpost-selection inferencesufficiency

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• Exact post-selection inference for adjusted R squared selection
• Parametric programming-based approximate selective inference for adaptive lasso, adaptive elastic net and group lasso
• Bootstrap for inference after model selection and model averaging for likelihood models

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