Post selection inference

Apr 9, 2021
  1. Confidence intervals and Hypothesis Testing for High-Dimensional Regression
  2. A general theory of hypothesis tests and confidence regions for sparse high dimensional models
  3. Linear hypothesis testing for high dimensional GLM
  4. On asymptotically optimal confidence regions and tests for high-dimensional models
  5. Confidence intervals for low dimensional parameters in high dimensional linear models
  6. Exact Post-Selection Inference for Sequential Regression Procedures
  7. Exact Post-Selection Inference, with Application to the Lasso