Valid post-selection inference

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Publication:355109

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DOI10.1214/12-AOS1077zbMath1267.62080arXiv1306.1059OpenAlexW2009462809MaRDI QIDQ355109

Kai Zhang, Andreas Buja, Linda Zhao, Lawrence D. Brown, Richard A. Berk

Publication date: 24 July 2013

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

Full work available at URL: https://arxiv.org/abs/1306.1059

zbMATH Keywords

model selection linear regression multiple comparisons high-dimensional inference sphere packing family-wise error

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)

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