Selective inference after feature selection via multiscale bootstrap

DOI10.1007/s10463-022-00838-2OpenAlexW3004478715MaRDI QIDQ2679230

Hidetoshi Shimodaira, Yoshikazu Terada

Publication date: 19 January 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.10573

zbMATH Keywords

confidence intervalshypothesis testingvariable selectionbootstrap resamplingselective inference

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Plus
• ElemStatLearn

Cites Work

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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Testing Multiparameter Hypotheses

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