Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach

14 January 2015

Papers citing "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach"

15 / 15 papers shown

Title
Confidence on the Focal: Conformal Prediction with Selection-Conditional Coverage Ying Jin Zhimei Ren 30 7 0 06 Mar 2024
Inference on Optimal Dynamic Policies via Softmax Approximation Qizhao Chen Morgane Austern Vasilis Syrgkanis OffRL 29 1 0 08 Mar 2023
Statistical Inference for Maximin Effects: Identifying Stable Associations across Multiple Studies Zijian Guo 14 17 0 15 Nov 2020
Lasso Inference for High-Dimensional Time Series R. Adámek Stephan Smeekes Ines Wilms AI4TS 26 33 0 21 Jul 2020
Localized Debiased Machine Learning: Efficient Inference on Quantile Treatment Effects and Beyond Nathan Kallus Xiaojie Mao Masatoshi Uehara 23 25 0 30 Dec 2019
On rank estimators in increasing dimensions Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou 23 16 0 14 Aug 2019
Method of Contraction-Expansion (MOCE) for Simultaneous Inference in Linear Models Fei-Yue Wang Ling Zhou Lu Tang P. Song 20 4 0 04 Aug 2019
Automatic Debiased Machine Learning of Causal and Structural Effects Victor Chernozhukov Whitney Newey Rahul Singh CML AI4CE 18 103 0 14 Sep 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 26 67 0 05 Jun 2018
Estimation and Inference on Heterogeneous Treatment Effects in High-Dimensional Dynamic Panels under Weak Dependence V. Semenova Matt Goldman Victor Chernozhukov Matt Taddy CML 18 12 0 28 Dec 2017
Fixed effects testing in high-dimensional linear mixed models Jelena Bradic G. Claeskens Thomas Gueuning 22 17 0 14 Aug 2017
Double/Debiased/Neyman Machine Learning of Treatment Effects Victor Chernozhukov Denis Chetverikov Mert Demirer E. Duflo Christian B. Hansen Whitney Newey CML FedML 21 346 0 30 Jan 2017
Testing Endogeneity with High Dimensional Covariates Zijian Guo Hyunseung Kang T. Tony Cai Dylan S. Small 24 24 0 21 Sep 2016
Locally Robust Semiparametric Estimation Victor Chernozhukov J. Escanciano Hidehiko Ichimura Whitney Newey J. M. Robins 19 203 0 29 Jul 2016
High-Dimensional Metrics in R Victor Chernozhukov C. Hansen Martin Spindler 21 16 0 05 Mar 2016