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Confidence Sets Based on Penalized Maximum Likelihood Estimators in
  Gaussian Regression
v1v2v3 (latest)

Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression

10 June 2008
B. M. Potscher
U. Schneider
ArXiv (abs)PDFHTML

Papers citing "Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression"

18 / 18 papers shown
Bounded P-values in Parametric Programming-based Selective Inference
Bounded P-values in Parametric Programming-based Selective InferenceJapanese Journal of Statistics and Data Science (JSDS), 2023
Tomohiro Shiraishi
Daiki Miwa
Vo Nguyen Le Duy
Ichiro Takeuchi
288
2
0
21 Jul 2023
Uniformly Valid Inference Based on the Lasso in Linear Mixed Models
Uniformly Valid Inference Based on the Lasso in Linear Mixed ModelsJournal of Multivariate Analysis (J. Multivar. Anal.), 2022
P. Kramlinger
U. Schneider
Tatyana Krivobokova
451
3
0
08 Apr 2022
More Powerful Conditional Selective Inference for Generalized Lasso by
  Parametric Programming
More Powerful Conditional Selective Inference for Generalized Lasso by Parametric ProgrammingJournal of machine learning research (JMLR), 2021
Vo Nguyen Le Duy
Ichiro Takeuchi
223
39
0
11 May 2021
Conditional Selective Inference for Robust Regression and Outlier
  Detection using Piecewise-Linear Homotopy Continuation
Conditional Selective Inference for Robust Regression and Outlier Detection using Piecewise-Linear Homotopy ContinuationAnnals of the Institute of Statistical Mathematics (AISM), 2021
Toshiaki Tsukurimichi
Yu Inatsu
Vo Nguyen Le Duy
Ichiro Takeuchi
274
24
0
22 Apr 2021
More Powerful and General Selective Inference for Stepwise Feature
  Selection using the Homotopy Continuation Approach
More Powerful and General Selective Inference for Stepwise Feature Selection using the Homotopy Continuation Approach
Kazuya Sugiyama
Vo Nguyen Le Duy
Ichiro Takeuchi
325
7
0
25 Dec 2020
Uniform Asymptotics and Confidence Regions Based on the Adaptive Lasso
  with Partially Consistent Tuning
Uniform Asymptotics and Confidence Regions Based on the Adaptive Lasso with Partially Consistent Tuning
Nicolai Amann
U. Schneider
132
1
0
05 Oct 2018
Admissibility of the usual confidence set for the mean of a univariate
  or bivariate normal population: The unknown-variance case
Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: The unknown-variance case
Hannes Leeb
Paul Kabaila
217
4
0
20 Sep 2018
Prediction out-of-sample using block shrinkage estimators: model
  selection and predictive inference
Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference
Hannes Leeb
Nina Senitschnig
234
1
0
12 Sep 2018
On the length of post-model-selection confidence intervals conditional
  on polyhedral constraints
On the length of post-model-selection confidence intervals conditional on polyhedral constraints
D. Kivaranovic
Hannes Leeb
219
17
0
05 Mar 2018
On the Distribution, Model Selection Properties and Uniqueness of the
  Lasso Estimator in Low and High Dimensions
On the Distribution, Model Selection Properties and Uniqueness of the Lasso Estimator in Low and High Dimensions
K. Ewald
U. Schneider
319
13
0
31 Aug 2017
Uniformly Valid Confidence Sets Based on the Lasso
Uniformly Valid Confidence Sets Based on the Lasso
K. Ewald
U. Schneider
427
11
0
19 Jul 2015
Valid confidence intervals for post-model-selection predictors
Valid confidence intervals for post-model-selection predictorsAnnals of Statistics (Ann. Stat.), 2014
François Bachoc
Hannes Leeb
B. M. Potscher
470
55
0
15 Dec 2014
Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation
Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation
Qing Zhou
380
16
0
17 Jan 2014
On Various Confidence Intervals Post-Model-Selection
On Various Confidence Intervals Post-Model-Selection
Hannes Leeb
B. M. Potscher
K. Ewald
274
61
0
10 Jan 2014
Confidence Sets Based on Thresholding Estimators in High-Dimensional
  Gaussian Regression Models
Confidence Sets Based on Thresholding Estimators in High-Dimensional Gaussian Regression Models
U. Schneider
200
10
0
14 Aug 2013
Valid post-selection inference
Valid post-selection inference
R. Berk
L. Brown
A. Buja
Kai Zhang
Linda H. Zhao
668
626
0
05 Jun 2013
Confidence intervals in regression centred on the SCAD estimator
Confidence intervals in regression centred on the SCAD estimator
D. Farchione
Paul Kabaila
263
5
0
06 Mar 2012
Distributional Results for Thresholding Estimators in High-Dimensional
  Gaussian Regression Models
Distributional Results for Thresholding Estimators in High-Dimensional Gaussian Regression Models
B. M. Potscher
U. Schneider
301
12
0
29 Jun 2011
1
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