On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints-Reference-Cited by-同舟云学术

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On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints

Published:2020-04-22 Issue:534 Volume:116 Page:845-857
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Kivaranovic Danijel¹,Leeb Hannes¹²

Affiliation:

1. Department of Statistics and Operations Research, University of Vienna, Vienna, Austria

2. DataScience@UniVienna

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2020.1732989

Reference27 articles.

1. Valid confidence intervals for post-model-selection predictors

2. Valid post-selection inference

3. Fithian, W., Sun, D., and Taylor, J. (2017), “Optimal Inference After Model Selection,” arXiv no. 1410.2597.

4. Fithian, W., Taylor, J., Tibshirani, R., and Tibshirani, R. J. (2015), “Selective Sequential Model Selection,” arXiv no. 1512.02565.

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3. Exact selective inference with randomization;Biometrika;2024-04-03

4. A (tight) upper bound for the length of confidence intervals with conditional coverage;Electronic Journal of Statistics;2024-01-01

5. On Selecting and Conditioning in Multiple Testing and Selective Inference;Biometrika;2023-12-22

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