Uniformly valid confidence intervals post-model-selection
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Publication:2176628
DOI10.1214/19-AOS1815zbMath1466.62263arXiv1611.01043MaRDI QIDQ2176628
Lukas Steinberger, David Preinerstorfer, François Bachoc
Publication date: 5 May 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.01043
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Statistical ranking and selection procedures (62F07)
Related Items (13)
Post-model-selection inference in linear regression models: an integrated review ⋮ Assumption Lean Regression ⋮ Uniformly valid confidence intervals post-model-selection ⋮ Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes ⋮ Optimal finite sample post-selection confidence distributions in generalized linear models ⋮ UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK ⋮ Post hoc confidence bounds on false positives using reference families ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Post-selection inference via algorithmic stability ⋮ Valid post-selection inference in model-free linear regression ⋮ Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings ⋮ Lasso Inference for High-Dimensional Time Series ⋮ Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
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