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Construction of valid statistical inference for estimators based on data-driven selection has received a lot of attention in the recent times.
The integral of a symmetric unimodal function over a symmetric convex set and some probability inequalities
Anderson, T. W. (1955) · 1955
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Note on a conditional property of Student’s t t
Buehler, R. J. and Feddersen, A. P. (1963) · 1963
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The conditional level of the F F -test
Olshen, R. A. (1973) · 1973
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Inflation of R 2 R^{2} in best subset regression
Rencher, A. C. and Pun, F. C. (1980) · 1980
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A note on screening regression equations
Freedman, D. A. (1983) · 1983
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Regression shrinkage and selection via the lasso
Tibshirani, R. (1996) · 1996
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Dynamic nonlinear econometric models
Pötscher, B. M. and Prucha, I. R. (1997) · 1997
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Decoupling
de la Peña, V. H. and Giné, E. (1999) · 1999
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Frequentist model average estimators
Hjort, N. L. and Claeskens, G. (2003) · 2003
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Nonlinear system theory: another look at dependence
Wu, W. B. (2005) · 2005
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The Dantzig selector: statistical estimation when p p is much larger than n n
Candes, E. and Tao, T. (2007) · 2007
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An asymptotic theory for model selection inference in general semiparametric problems
Claeskens, G. and Carroll, R. J. (2007) · 2007
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Sparse recovery under matrix uncertainty
Rosenbaum, M. and Tsybakov, A. B. (2010) · 2010
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A new look at measuring dependence
Wu, W. B. and Mielniczuk, J. (2010) · 2010
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Square-root lasso: pivotal recovery of sparse signals via conic programming
Belloni, A., Chernozhukov, V., and Wang, L. (2011) · 2011
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False-positive psychology: Undisclosed flexibility in data collection and analysis allows presenting anything as significant
Simmons, J. P., Nelson, L. D., and Simonsohn, U. (2011) · 2011
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High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
Loh, P.-L. and Wainwright, M. J. (2012) · 2012
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Valid post-selection inference
Berk, R., Brown, L., Buja, A., Zhang, K., and Zhao, L. (2013) · 2013
Cited alongside, same era.
Robust sparse regression under adversarial corruption
Chen, Y., Caramanis, C., and Mannor, S. (2013) · 2013
Bootstrapping and Sample Splitting For High-Dimensional, Assumption-Free Inference
Rinaldo, A., Wasserman, L., G’Sell, M., Lei, J., and Tibshirani, R. (2016) · 2016
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MAGIC: a general, powerful and tractable method for selective inference
Tian, X., Bi, N., and Taylor, J. (2016) · 2016
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Exact post-selection inference for sequential regression procedures
Tibshirani, R. J., Taylor, J., Lockhart, R., and Tibshirani, R. (2016) · 2016
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Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
Wu, W.-B. and Wu, Y. N. (2016) · 2016
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Linear and conic programming estimators in high dimensional errors-in-variables models
Belloni, A., Rosenbaum, M., and Tsybakov, A. B. (2017) · 2017
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Probability and moment inequalities under dependence
Liu, W., Xiao, H., and Wu, W. B. (2013) · 2013
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Models as Approximations, Part I: A Conspiracy of Nonlinearity and Random Regressors in Linear Regression
Buja, A., Berk, R., Brown, L., George, E., Pitkin, E., Traskin, M., Zhan, K., and Zhao, L. (2014) · 2014
Cited alongside, same era.
On higher order isotropy conditions and lower bounds for sparse quadratic forms
van de Geer, S. and Muro, A. (2014) · 2014
Cited alongside, same era.
Bootstrapping High Dimensional Time Series
Zhang, X. and Cheng, G. (2014) · 2014
Cited alongside, same era.
Uniformly valid confidence intervals post-model-selection
Bachoc, F., Preinerstorfer, D., and Steinberger, L. (2016) · 2016
Cited alongside, same era.
Sparse estimation of high-dimensional correlation matrices
Cui, Y., Leng, C., and Sun, D. (2016) · 2016
Cited alongside, same era.
Chernozhukov, V., Chetverikov, D., and Kato, K. (2017) · 2017
Later among the works it cites.
On the Post Selection Inference constant under Restricted Isometry Properties
Bachoc, F., Blanchard, G., and Neuvial, P. (2018) · 2018
Closest in time.
Expected length of post-model-selection confidence intervals conditional on polyhedral constraints
Kivaranovic, D. and Leeb, H. (2018) · 2018
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Assumption-lean linear regression
Kuchibhotla, A. K., Brown, L. D., and Buja, A. (2018) · 2018
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A Model Free Perspective for Linear Regression: Uniform-in-model Bounds for Post Selection Inference
Kuchibhotla, A. K., Brown, L. D., Buja, A., George, E. I., and Zhao, L. (2018) · 2018
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Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression
Kuchibhotla, A. K. and Chakrabortty, A. (2018) · 2018
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Uniform asymptotic inference and the bootstrap after model selection
Tibshirani, R. J., Rinaldo, A., Tibshirani, R., and Wasserman, L. (2018) · 2018
Closest in time.