Pages that link to "Item:Q4960907"
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The following pages link to Post‐selection inference for ‐penalized likelihood models (Q4960907):
Displaying 37 items.
- Exact post-selection inference, with application to the Lasso (Q292865) (← links)
- Tuning-free ridge estimators for high-dimensional generalized linear models (Q830109) (← 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)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Multicarving for high-dimensional post-selection inference (Q2044355) (← links)
- Integrative methods for post-selection inference under convex constraints (Q2054531) (← links)
- Improved estimators for semi-supervised high-dimensional regression model (Q2106769) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- A two-step method for estimating high-dimensional Gaussian graphical models (Q2197843) (← links)
- Selective inference via marginal screening for high dimensional classification (Q2303502) (← links)
- High-dimensional confounding adjustment using continuous Spike and Slab priors (Q2316985) (← links)
- On the impact of model selection on predictor identification and parameter inference (Q2358941) (← links)
- Optimal finite sample post-selection confidence distributions in generalized linear models (Q2676891) (← links)
- Model selection in validation sampling: An asymptotic likelihood-based LASSO approach (Q2999744) (← links)
- Selective inference with unknown variance via the square-root lasso (Q4562726) (← links)
- Statistical proof? The problem of irreproducibility (Q4598014) (← links)
- On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints (Q4999163) (← links)
- Post-selection inference of generalized linear models based on the lasso and the elastic net (Q5092702) (← links)
- Post-Selection Estimation and Testing Following Aggregate Association Tests (Q5234413) (← links)
- Score Tests With Incomplete Covariates and High-Dimensional Auxiliary Variables (Q6069879) (← links)
- Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes (Q6073438) (← links)
- Simultaneous spatial smoothing and outlier detection using penalized regression, with application to childhood obesity surveillance from electronic health records (Q6079348) (← links)
- Controlling False Discovery Rate Using Gaussian Mirrors (Q6107203) (← links)
- A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach (Q6107242) (← links)
- Efficient estimation of the maximal association between multiple predictors and a survival outcome (Q6183767) (← links)
- A (tight) upper bound for the length of confidence intervals with conditional coverage (Q6546435) (← links)
- Forward stability and model path selection (Q6547741) (← links)
- Confidently Comparing Estimates with the c-value (Q6567894) (← links)
- Exact post-selection inference for adjusted R squared selection (Q6580266) (← links)
- Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach (Q6589282) (← links)
- Projection-based techniques for high-dimensional optimal transport problems (Q6602009) (← links)
- Transformation Models in High Dimensions (Q6620937) (← links)
- Interpretability of bi-level variable selection methods (Q6625441) (← links)
- Optimized variable selection via repeated data splitting (Q6627418) (← links)
- Modern approaches for evaluating treatment effect heterogeneity from clinical trials and observational data (Q6652603) (← links)
