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Zhang D, Khalili A, Asgharian M. Post-model-selection inference in linear regression models: An integrated review. STATISTICS SURVEYS 2022. [DOI: 10.1214/22-ss135] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Dongliang Zhang
- Department of Biostatistics, Johns Hopkins University, Baltimore, MD, USA
| | - Abbas Khalili
- Department of Mathematics and Statistics, McGill University, Montréal, QC, Canada
| | - Masoud Asgharian
- Department of Mathematics and Statistics, McGill University, Montréal, QC, Canada
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Kivaranovic D, Leeb H. On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints. J Am Stat Assoc 2020. [DOI: 10.1080/01621459.2020.1732989] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
Affiliation(s)
- Danijel Kivaranovic
- Department of Statistics and Operations Research, University of Vienna, Vienna, Austria
| | - Hannes Leeb
- Department of Statistics and Operations Research, University of Vienna, Vienna, Austria
- DataScience@UniVienna
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3
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Tian X. Prediction error after model search. Ann Stat 2020. [DOI: 10.1214/19-aos1818] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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