Post-model-selection inference in linear regression models: an integrated review
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Publication:2137823
DOI10.1214/22-SS135zbMath1485.62091OpenAlexW4226356811MaRDI QIDQ2137823
Abbas Khalili, Masoud Asgharian, Dongliang Zhang
Publication date: 11 May 2022
Published in: Statistics Surveys (Search for Journal in Brave)
Full work available at URL: https://www.projecteuclid.org/journals/statistics-surveys/volume-16/issue-none/Post-model-selection-inference-in-linear-regression-models-An/10.1214/22-SS135.full
model selectionhigh-dimensional linear modelspost-selection inferencepopulation- and projection-based regression coefficients
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Uses Software
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