Pages that link to "Item:Q5697622"
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The following pages link to MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622):
Displayed 50 items.
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Specification tests for the propensity score (Q143736) (← links)
- Sparse estimation of Cox proportional hazards models via approximated information criteria (Q154277) (← links)
- On various confidence intervals post-model-selection (Q254446) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Valid post-selection inference (Q355109) (← links)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression (Q389956) (← links)
- Dynamic treatment regimes: technical challenges and applications (Q405345) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- Small area estimation of the homeless in Los Angeles: an application of cost-sensitive stochastic gradient boosting (Q614137) (← links)
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach (Q627072) (← links)
- A two-stage information criterion for stochastic systems revisited (Q665218) (← links)
- Akaike-type criteria and the reliability of inference: model selection versus statistical model specification (Q736670) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Conditional predictive inference post model selection (Q834366) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Can one estimate the conditional distribution of post-model-selection estimators? (Q869984) (← links)
- Bridge estimators and the adaptive Lasso under heteroscedasticity (Q893067) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Incorporating grouping information in Bayesian variable selection with applications in genomics (Q899018) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Approximating data (Q955848) (← links)
- Testing regression coefficients after model selection through sign restrictions (Q974210) (← links)
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Hypothesis tests for large density matrices of quantum systems based on Pauli measurements (Q1620355) (← links)
- Model selection and model averaging after multiple imputation (Q1621356) (← links)
- On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
- On the post selection inference constant under restricted isometry properties (Q1627565) (← links)
- Selective inference after likelihood- or test-based model selection in linear models (Q1644176) (← links)
- Two sources of poor coverage of confidence intervals after model selection (Q1644205) (← links)
- Inference for biased transformation models (Q1658440) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- A power comparison between autocorrelation based tests (Q1726718) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)