A (tight) upper bound for the length of confidence intervals with conditional coverage

DOI10.1214/24-ejs2232MaRDI QIDQ6546435

Danijel Kivaranovic, Hannes Leeb

Publication date: 29 May 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

confidence intervalinterval lengthinference after model selectionselective inference

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Exact post-selection inference, with application to the Lasso
• Valid post-selection inference
• Can one estimate the conditional distribution of post-model-selection estimators?
• Selective inference with a randomized response
• The Lasso problem and uniqueness
• Uniformly valid confidence intervals post-model-selection
• Valid post-selection inference in model-free linear regression
• Valid confidence intervals for post-model-selection predictors
• CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
• A table of normal integrals
• Selective inference with unknown variance via the square-root lasso
• A General Framework for Estimation and Inference From Clusters of Features
• A Statistical View of Some Chemometrics Regression Tools
• Post‐selection point and interval estimation of signal sizes in Gaussian samples
• Post‐selection inference for ‐penalized likelihood models
• On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints
• Post-Selection Estimation and Testing Following Aggregate Association Tests
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Asymptotics of Selective Inference
• Post-selection inference via algorithmic stability
• Approximate Selective Inference via Maximum Likelihood

This page was built for publication: A (tight) upper bound for the length of confidence intervals with conditional coverage