Post-selection inference of generalized linear models based on the lasso and the elastic net
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Cites work
- A fiducial \(p\)-value approach for comparing heteroscedastic regression models
- A note on data-splitting for the evaluation of significance levels
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- Estimating the dimension of a model
- Exact post-selection inference, with application to the Lasso
- Fiducial generalized \(p\)-values for testing zero-variance components in linear mixed-effects models
- Forecasting using a large number of predictors: is Bayesian shrinkage a valid alternative to principal components?
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Least angle regression. (With discussion)
- Model selection and estimation in the Gaussian graphical model
- Post-selection estimation and testing following aggregate association tests
- Post-selection inference for _1-penalized likelihood models
- Regularization and Variable Selection Via the Elastic Net
- Selective inference in complex research
- Selective inference on multiple families of hypotheses
- Simultaneous and selective inference: Current successes and future challenges
- Some Comments on C P
- Statistical learning and selective inference
- The Adaptive Lasso and Its Oracle Properties
- The Lasso problem and uniqueness
- Valid confidence intervals for post-model-selection predictors
- Valid post-selection inference
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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