Exact post-selection inference, with application to the lasso

Annals of Statistics

Volumn 44, Issue 3, 2016, Pages 907-927

  Lee, Jason D ^a   Sun, Dennis L ^b   Sun, Yuekai ^a   Taylor, Jonathan E ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CALIFORNIA POLYTECHNIC STATE UNIVERSITY   (United States)

^c STANFORD UNIVERSITY   (United States)

Author keywords

Confidence interval; Hypothesis test; Lasso; Model selection

Indexed keywords

EID: 84963614704     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/15-AOS1371     Document Type: Article

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