The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations (Q2485973)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations |
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The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations (English)
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5 August 2005
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Model uncertainty
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Model selection
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Inference after model selection
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Distribution of post-model-selection estimators
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Linear predictor constructed after model selection
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Pre-test estimator
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