Confidently Comparing Estimates with the c-value
From MaRDI portal
Publication:6567894
DOI10.1080/01621459.2022.2153688MaRDI QIDQ6567894FDOQ6567894
Authors: Sameer K. Deshpande, Tamara Broderick
Publication date: 5 July 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
- Estimation of the mean of a multivariate normal distribution
- Gaussian processes for machine learning.
- A significance test for the lasso
- Exact post-selection inference, with application to the Lasso
- Valid post-selection inference
- Smaller $p$-values via indirect information
- Title not available (Why is that?)
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- The Empirical Bayes Approach to Statistical Decision Problems
- Post-selection inference for \(\ell_1\)-penalized likelihood models
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- Prediction error after model search
- Spatial modeling of trends in crime over time in Philadelphia
- The accuracy of the Gaussian approximation to the sum of independent variates.
This page was built for publication: Confidently Comparing Estimates with the c-value
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567894)