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Volumn 1, Issue January, 2014, Pages 136-144

Exact post model selection inference for marginal screening

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; INFORMATION SCIENCE; REGRESSION ANALYSIS;

EID: 84937819815     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (62)

References (26)
  • 1
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    • False discovery rate-adjusted multiple confidence intervals for selected parameters
    • Yoav Benjamini and Daniel Yekutieli. False discovery rate-adjusted multiple confidence intervals for selected parameters. Journal of the American Statistical Association, 100(469):71-81, 2005.
    • (2005) Journal of the American Statistical Association , vol.100 , Issue.469 , pp. 71-81
    • Benjamini, Y.1    Yekutieli, D.2
  • 3
    • 84895791592 scopus 로고    scopus 로고
    • High-dimensional statistics with a view toward applications in biology
    • Peter Bühlmann, Markus Kalisch, and Lukas Meier. High-dimensional statistics with a view toward applications in biology. Statistics, 1, 2014.
    • (2014) Statistics , vol.1
    • Bühlmann, P.1    Kalisch, M.2    Meier, L.3
  • 11
    • 84919822043 scopus 로고    scopus 로고
    • On model selection consistency of penalized m-estimators: A geometric theory
    • Jason Lee, Yuekai Sun, and Jonathan E Taylor. On model selection consistency of penalized m-estimators: a geometric theory. In Advances in Neural Information Processing Systems, pages 342-350, 2013.
    • (2013) Advances in Neural Information Processing Systems , pp. 342-350
    • Lee, J.1    Sun, Y.2    Taylor, J.E.3
  • 13
    • 0037706986 scopus 로고    scopus 로고
    • The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations
    • Hannes Leeb and Benedikt M Pötscher. The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations. Econometric Theory, 19(1):100-142, 2003.
    • (2003) Econometric Theory , vol.19 , Issue.1 , pp. 100-142
    • Leeb, H.1    Pötscher, B.M.2
  • 14
    • 15744376883 scopus 로고    scopus 로고
    • Model selection and inference: Facts and fiction
    • Hannes Leeb and Benedikt M Pötscher. Model selection and inference: Facts and fiction. Econometric Theory, 21(1):21-59, 2005.
    • (2005) Econometric Theory , vol.21 , Issue.1 , pp. 21-59
    • Leeb, H.1    Pötscher, B.M.2
  • 15
    • 33847415033 scopus 로고    scopus 로고
    • Can one estimate the conditional distribution of post-model-selection estimators?
    • Hannes Leeb and Benedikt M Pötscher. Can one estimate the conditional distribution of post-model-selection estimators? The Annals of Statistics, pages 2554-2591, 2006.
    • (2006) The Annals of Statistics , pp. 2554-2591
    • Leeb, H.1    Pötscher, B.M.2
  • 19
    • 84871600478 scopus 로고    scopus 로고
    • A unified framework for high-dimensional analysis of m-estimators with decomposable regularizers
    • Sahand N Negahban, Pradeep Ravikumar, Martin J Wainwright, and Bin Yu. A unified framework for high-dimensional analysis of m-estimators with decomposable regularizers. Statistical Science, 27(4):538-557, 2012.
    • (2012) Statistical Science , vol.27 , Issue.4 , pp. 538-557
    • Negahban, S.N.1    Ravikumar, P.2    Wainwright, M.J.3    Yu, B.4
  • 21
    • 0035942271 scopus 로고    scopus 로고
    • Significance analysis of microarrays applied to the ionizing radiation response
    • Virginia Goss Tusher, Robert Tibshirani, and Gilbert Chu. Significance analysis of microarrays applied to the ionizing radiation response. Proceedings of the National Academy of Sciences, 98(9):5116-5121, 2001.
    • (2001) Proceedings of the National Academy of Sciences , vol.98 , Issue.9 , pp. 5116-5121
    • Tusher, V.G.1    Tibshirani, R.2    Chu, G.3
  • 24
    • 69049091975 scopus 로고    scopus 로고
    • High dimensional variable selection
    • Larry Wasserman and Kathryn Roeder. High dimensional variable selection. Annals of statistics, 37(5A):2178, 2009.
    • (2009) Annals of Statistics , vol.37 , Issue.5 A , pp. 2178
    • Wasserman, L.1    Roeder, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.