The following pages link to Valid post-selection inference (Q355109):
Displaying 50 items.
- Inference for \(L_2\)-boosting (Q2302490) (← links)
- Exploration of the variability of variable selection based on distances between bootstrap sample results (Q2303056) (← links)
- Selective inference via marginal screening for high dimensional classification (Q2303502) (← links)
- A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Frequentist model averaging in structural equation modelling (Q2331145) (← links)
- On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
- Optimal configurations of lines and a statistical application (Q2361153) (← links)
- Optimal finite sample post-selection confidence distributions in generalized linear models (Q2676891) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- Selective inference after feature selection via multiscale bootstrap (Q2679230) (← links)
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
- Constraints versus Priors (Q2945168) (← links)
- Statistical learning and selective inference (Q2962284) (← links)
- Post-Selection Inference Following Aggregate Level Hypothesis Testing in Large-Scale Genomic Data (Q3121568) (← links)
- Inference after variable selection in linear regression models (Q4037726) (← links)
- Estimation and Inference of Heterogeneous Treatment Effects using Random Forests (Q4559704) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- Selective inference with unknown variance via the square-root lasso (Q4562726) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
- A simulation based method for assessing the statistical significance of logistic regression models after common variable selection procedures (Q4607377) (← links)
- Penalized likelihood and multiple testing (Q4626707) (← links)
- On the least-squares model averaging interval estimator (Q4638688) (← links)
- Post‐selection point and interval estimation of signal sizes in Gaussian samples (Q4960845) (← links)
- Post‐selection inference for ‐penalized likelihood models (Q4960907) (← links)
- Log-Linear Bayesian Additive Regression Trees for Multinomial Logistic and Count Regression Models (Q4999153) (← links)
- On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints (Q4999163) (← links)
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
- Bayesian Inference Is Unaffected by Selection: Fact or Fiction? (Q5050792) (← links)
- (Q5053172) (← 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)
- Post-selection inference of generalized linear models based on the lasso and the elastic net (Q5092702) (← links)
- A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models (Q5134479) (← links)
- FANOK: Knockoffs in Linear Time (Q5154638) (← links)
- Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension (Q5155185) (← links)
- Bayesian Semiparametric Functional Mixed Models for Serially Correlated Functional Data, With Application to Glaucoma Data (Q5231475) (← links)
- Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE? (Q5231498) (← links)
- Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
- Post-Selection Estimation and Testing Following Aggregate Association Tests (Q5234413) (← links)
- Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays (Q5242481) (← links)
- A Multi-resolution Theory for Approximating Infinite-<i>p</i>-Zero-<i>n</i>: Transitional Inference, Individualized Predictions, and a World Without Bias-Variance Tradeoff (Q5857114) (← links)
- Robust Q-Learning (Q5857152) (← links)
- Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models (Q5864506) (← links)
- Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
- The Perils of Balance Testing in Experimental Design: Messy Analyses of Clean Data (Q5868158) (← links)
- Statistical Inference Enables Bad Science; Statistical Thinking Enables Good Science (Q5868259) (← links)
- High-dimensional statistical inference via DATE (Q5875199) (← links)
- The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models (Q5880769) (← links)
