A General Framework for Estimation and Inference From Clusters of Features

DOI10.1080/01621459.2016.1246368zbMath1398.62146arXiv1511.07839OpenAlexW2173441045MaRDI QIDQ4690957

Stephen Reid, Robert Tibshirani, Jonathan E. Taylor

Publication date: 23 October 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.07839

zbMATH Keywords

hypothesis testinglikelihood ratio statisticsselective inference

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items

THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL

Uses Software

• alr3
• glasso

Cites Work

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• Likelihood ratio tests in curved exponential families with nuisance parameters present only under the alternative
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• Asymptotics of Selective Inference