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

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

Econometric Theory (ET), 2003

12 April 2007

Benedikt M. Poetscher

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

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Title
On adaptive inference and confidence bands M. Hoffmann Richard Nickl 230 83 0 23 Feb 2012
Parametric or nonparametric? A parametricness index for model selection Wen Liu Yuhong Yang 249 59 0 02 Feb 2012
Pivotal estimation via square-root Lasso in nonparametric regression A. Belloni Victor Chernozhukov Lie Wang 705 152 0 07 May 2011
Focused information criterion and model averaging for generalized additive partial linear models Xinyu Zhang Hua Liang 146 161 0 08 Mar 2011
Concentration Inequalities and Confidence Bands for Needlet Density Estimators on Compact Homogeneous Manifolds G. Kerkyacharian Richard Nickl D. Picard 265 38 0 11 Feb 2011
Conditional predictive inference post model selection Hannes Leeb TPM 262 35 0 25 Aug 2009
Reconciling Model Selection and Prediction George Casella G. Consonni 560 2 0 20 Mar 2009
Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh B. Clarke S. Ghosal 247 48 0 27 Jun 2008
Risk and resampling under model uncertainty Snigdhansu Chatterjee N. Mukhopadhyay 143 4 0 21 May 2008
Jump estimation in inverse regression L. Boysen Axel Munk 221 12 0 14 Mar 2008
On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and ThresholdingJournal of Multivariate Analysis (JMA), 2007 B. M. Potscher Hannes Leeb 376 181 0 05 Nov 2007