Asymptotic post-selection inference for the Akaike information criterion

Author:

Charkhi Ali1,Claeskens Gerda1

Affiliation:

1. Operations Research & Business Statistics, University of Leuven, Naamsestraat 69, 3000 Leuven, Belgium

Funder

Research Foundation of Flanders

University of Leuven

Interuniversity Attraction Poles Research Network

Flemish Supercomputer Center

Hercules Foundation and the Flemish Government

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability

Reference39 articles.

1. Information theory and an extension of the maximum likelihood principle.;Akaike,1973

2. Hybrid and size-corrected subsampling methods;Andrews;Econometrica,2009

3. Valid confidence intervals for post-model-selection predictors.;Bachoc;arXiv:,2015

4. Uniform post selection inference for least absolute deviation regression models and other Z-estimation problems;Belloni;Biometrika,2015

5. Valid post-selection inference;Berk;Ann. Statist.,2013

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