Valid Inference Corrected for Outlier Removal
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Cites work
- A journey in single steps: robust one-step M-estimation in linear regression
- A method for simultaneous variable selection and outlier identification in linear regression
- A Robust Version of the Probability Ratio Test
- Adjusted Bayesian inference for selected parameters
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- Econometric applications of high-breakdown robust regression techniques
- Exact post-selection inference, with application to the Lasso
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- High-dimensional influence measure
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- Inferactive data analysis
- Least Median of Squares Regression
- Outlier detection using nonconvex penalized regression
- Robust Statistics
- Robust Statistics
- Selective inference with a randomized response
- Statistical learning and selective inference
Cited in
(16)- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
- Exact statistical inference for the Wasserstein distance by selective inference. Selective inference for the Wasserstein distance
- Robust piecewise linear L1-regression via nonsmooth DC optimization
- Heteroscedasticity testing after outlier removal
- Robust Functional Principal Component Analysis via a Functional Pairwise Spatial Sign Operator
- More Powerful Selective Inference for the Graph Fused Lasso
- Valid Inference Corrected for Outlier Removal
- Outlier accommodation with semiparametric density processes: a study of antarctic snow density modelling
- Robust mediation analysis: what we talk about when we talk about robustness
- Treatment effect estimation with efficient data aggregation
- Generalized Data Thinning Using Sufficient Statistics
- Inferring Independent Sets of Gaussian Variables after Thresholding Correlations
- Exact selective inference with randomization
- Inference on the Proportion of Variance Explained in Principal Component Analysis
- Statistical inference for the dynamic time warping distance, with application to abnormal time-series detection
- Fast robust additive models using gamma-divergence
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