Pages that link to "Item:Q292865"
From MaRDI portal
The following pages link to Exact post-selection inference, with application to the Lasso (Q292865):
Displaying 50 items.
- The LASSO on latent indices for regression modeling with ordinal categorical predictors (Q2189591) (← links)
- Debiasing the debiased Lasso with bootstrap (Q2192302) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Post hoc confidence bounds on false positives using reference families (Q2196220) (← links)
- Valid post-selection inference in model-free linear regression (Q2215767) (← links)
- Relaxing the assumptions of knockoffs by conditioning (Q2215771) (← links)
- Marginal false discovery rate for a penalized transformation survival model (Q2242009) (← links)
- Network classification with applications to brain connectomics (Q2281212) (← links)
- Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference (Q2284380) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Inference for \(L_2\)-boosting (Q2302490) (← links)
- Special feature: Information theory and statistics (Q2303490) (← links)
- Selective inference via marginal screening for high dimensional classification (Q2303502) (← links)
- A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
- Linear hypothesis testing for high dimensional generalized linear models (Q2328055) (← links)
- Valid confidence intervals for post-model-selection predictors (Q2414094) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- Optimal finite sample post-selection confidence distributions in generalized linear models (Q2676891) (← links)
- Selective inference after feature selection via multiscale bootstrap (Q2679230) (← links)
- Exact statistical inference for the Wasserstein distance by selective inference. Selective inference for the Wasserstein distance (Q2679231) (← links)
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
- Statistical learning and selective inference (Q2962284) (← links)
- Post-Selection Inference Following Aggregate Level Hypothesis Testing in Large-Scale Genomic Data (Q3121568) (← links)
- Valid Inference Corrected for Outlier Removal (Q3391429) (← links)
- (Q4558531) (← links)
- Selective inference with unknown variance via the square-root lasso (Q4562726) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
- (Q4614089) (← links)
- Efficient least angle regression for identification of linear-in-the-parameters models (Q4647134) (← links)
- A General Framework for Estimation and Inference From Clusters of Features (Q4690957) (← links)
- Post‐selection point and interval estimation of signal sizes in Gaussian samples (Q4960845) (← links)
- Post‐selection inference for ‐penalized likelihood models (Q4960907) (← links)
- High-Dimensional Inference for Cluster-Based Graphical Models (Q4969100) (← links)
- (Q4969180) (← links)
- (Q4969222) (← links)
- A penalized approach to covariate selection through quantile regression coefficient models (Q4971512) (← links)
- (Q4998957) (← links)
- (Q4999107) (← links)
- On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints (Q4999163) (← links)
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes (Q5037796) (← links)
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
- (Q5053311) (← links)
- Assumption Lean Regression (Q5055474) (← links)
- Least-Square Approximation for a Distributed System (Q5066485) (← links)
- Projection-based Inference for High-dimensional Linear Models (Q5066781) (← links)
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity (Q5083335) (← links)
- Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization (Q5084434) (← links)
- Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients (Q5089451) (← links)
