Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?

12 April 2007

Papers citing "Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?"

11 / 61 papers shown

Title
On adaptive inference and confidence bands M. Hoffmann Richard Nickl 162 83 0 23 Feb 2012
Parametric or nonparametric? A parametricness index for model selection Wen Liu Yuhong Yang 189 59 0 02 Feb 2012
Pivotal estimation via square-root Lasso in nonparametric regression A. Belloni Victor Chernozhukov Lie Wang 423 151 0 07 May 2011
Focused information criterion and model averaging for generalized additive partial linear models Xinyu Zhang Hua Liang 102 157 0 08 Mar 2011
Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds G. Kerkyacharian Richard Nickl D. Picard 197 38 0 11 Feb 2011
Conditional predictive inference post model selection Hannes Leeb TPM 226 33 0 25 Aug 2009
Reconciling Model Selection and Prediction George Casella G. Consonni 516 2 0 20 Mar 2009
Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh B. Clarke S. Ghosal 176 47 0 27 Jun 2008
Risk and resampling under model uncertainty Snigdhansu Chatterjee N. Mukhopadhyay 115 4 0 21 May 2008
Jump estimation in inverse regression L. Boysen Axel Munk 169 12 0 14 Mar 2008
On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding B. M. Potscher Hannes Leeb 234 180 0 05 Nov 2007