The following pages link to Ryan J. Tibshirani (Q282441):
Displaying 44 items.
- (Q100524) (redirect page) (← links)
- Predictive inference with the jackknife+ (Q100525) (← links)
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- Nonparametric modal regression (Q282442) (← links)
- Inference in adaptive regression via the Kac-Rice formula (Q282472) (← links)
- (Q447862) (redirect page) (← links)
- Degrees of freedom in lasso problems (Q447864) (← links)
- (Q480988) (redirect page) (← links)
- Correction: Rejoinder to ``A significance test for the lasso'' (Q480990) (← links)
- The solution path of the generalized lasso (Q638794) (← links)
- Uniform asymptotic inference and the bootstrap after model selection (Q1650078) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- The Lasso problem and uniqueness (Q1951165) (← links)
- The generalized Lasso problem and uniqueness (Q2002568) (← links)
- Real-time estimation of COVID-19 infections: deconvolution and sensor fusion (Q2143944) (← links)
- Comment: Statistical inference from a predictive perspective (Q2194575) (← links)
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons (Q2225312) (← links)
- Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons'' (Q2225320) (← links)
- A significance test for the lasso (Q2249837) (← links)
- Rejoinder: ``A significance test for the lasso'' (Q2249839) (← links)
- A bias correction for the minimum error rate in cross-validation (Q2270674) (← links)
- Additive models with trend filtering (Q2284363) (← links)
- Adaptive piecewise polynomial estimation via trend filtering (Q2448732) (← links)
- (Q2788373) (← links)
- Degrees of freedom and model search (Q2950216) (← links)
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation (Q3304841) (← links)
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Rejoinder (Q3304844) (← links)
- The DFS Fused Lasso: Linear-Time Denoising over General Graphs (Q4558501) (← links)
- (Q5053269) (← links)
- Modelling High-Dimensional Categorical Data using Nonconvex Fusion Penalties (Q5088256) (← links)
- Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems (Q5102287) (← links)
- The limits of distribution-free conditional predictive inference (Q5155952) (← links)
- Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? (Q5231498) (← links)
- Strong Rules for Discarding Predictors in Lasso-Type Problems (Q5743136) (← links)
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Correction (Q5881107) (← links)
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data (Q6052227) (← links)
- Permutation tests using arbitrary permutation distributions (Q6112552) (← links)
- Conformal prediction beyond exchangeability (Q6117052) (← links)
- Modelling High-Dimensional Categorical Data Using Nonconvex Fusion Penalties (Q6335760) (← links)
- De Finetti's theorem and related results for infinite weighted exchangeable sequences (Q6589582) (← links)
- High-dimensional longitudinal classification with the multinomial fused Lasso (Q6625640) (← links)
- Multivariate trend filtering for lattice data (Q6656626) (← links)
- Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace's Method (Q6731268) (← links)
- Two-Sample Testing with a Graph-Based Total Variation Integral Probability Metric (Q6745770) (← links)
