Locally simultaneous inference

Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

Exact post-selection inference, with application to the Lasso
Valid post-selection inference
Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
Confidence intervals for the means of the selected populations
Selective inference with a randomized response
On Hoeffding's inequalities.
Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
Local Rademacher complexities
On the Numerical Availability of Multiple Comparison Procedures
Probability Inequalities for the Sum of Independent Random Variables
A stagewise rejective multiple test procedure based on a modified Bonferroni test
A sharper Bonferroni procedure for multiple tests of significance
Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
A Practical Two-Step Method for Testing Moment Inequalities
Safe Feature Elimination in Sparse Supervised Learning
On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints
Simultaneous Inference in General Parametric Models
Multiple Testing When Many p-Values are Uniformly Conservative, with Application to Testing Qualitative Interaction in Educational Interventions
Simultaneous Statistical Inference
Strong Rules for Discarding Predictors in Lasso-Type Problems
Inference on Winners
Post-selection inference via algorithmic stability
Estimating means of bounded random variables by betting
Hybrid confidence intervals for informative uniform asymptotic inference after model selection
On selection and conditioning in multiple testing and selective inference
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