Conditional predictive inference post model selection

25 August 2009

Papers citing "Conditional predictive inference post model selection"

11 / 11 papers shown

Title
Sparse high-dimensional linear regression with a partitioned empirical Bayes ECM algorithm Alexander C. McLain A. Zgodic H. Bondell 42 2 0 16 Sep 2022
Empirical priors for prediction in sparse high-dimensional linear regression Ryan Martin Yiqi Tang 18 20 0 03 Mar 2019
Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin Hannes Leeb B. M. Potscher D. Kivaranovic 13 0 0 19 Dec 2018
Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: The unknown-variance case Hannes Leeb Paul Kabaila 20 4 0 20 Sep 2018
Prediction out-of-sample using block shrinkage estimators: model selection and predictive inference Hannes Leeb Nina Senitschnig 11 1 0 12 Sep 2018
Ridge regression and asymptotic minimax estimation over spheres of growing dimension Lee H. Dicker 30 75 0 15 Jan 2016
The relative effects of dimensionality and multiplicity of hypotheses on the F-test in linear regression Lukas Steinberger 22 8 0 19 Nov 2015
Valid confidence intervals for post-model-selection predictors François Bachoc Hannes Leeb B. M. Potscher 48 53 0 15 Dec 2014
Optimal Estimation and Prediction for Dense Signals in High-Dimensional Linear Models Lee H. Dicker 40 8 0 20 Mar 2012
Dense Signals, Linear Estimators, and Out-of-Sample Prediction for High-Dimensional Linear Models Lee H. Dicker 26 7 0 15 Feb 2011
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process Hannes Leeb 80 36 0 22 Feb 2008