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Practical or scientific considerations often lead to selecting a subset of parameters as ``important.'' Inferences about those parameters often are based on the same data used to select them in the first place.
The problem of multiple comparisons
J. W. Tukey · 1953
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Simultaneous confidence intervals for all distances from the best
J. Hsu · 1981
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Multiple comparison procedures
Y. Hochberg and A. C. Tamhane · 1987
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Confidence bounds based on the largest treatment mean
J. Venter · 1988
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The collected works of John W. Tukey: Multiple comparisons, 1948-1983
H. I. Braun · 1994
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Multiple Comparisons: Theory and Methods
J. Hsu · 1996
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Probability and Random Processes
G. R. Grimmett and D. R. Stirzaker · 2001
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False discovery rate controlling confidence intervals for selected parameters
Y. Benjamini and Y. Yekutieli · 2005
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Valid post-selection inference
R. Berk, L. Brown, A. Buja, K. Zhang, and L. Zhao · 2013
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Selection adjusted confidence intervals with more power to determine the sign
A. Weinstein, W. Fithian, and Y. Benjamini · 2013
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Two-sample test of high dimensional means under dependence
T. T. Cai, W. Liu, and Y. Xia · 2014
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Optimal inference after model selection
W. Fithian, D. Sun, and J. Taylor · 2014
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Confidence interval for the selected
Y. Hechtlinger · 2014
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Selective sign-determining multiple confidence intervals with fcr control
Statistical learning and selective inference
J. Taylor and R. Tibshirani · 2015
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Exact post-selection inference, with application to the lasso
J. D. Lee, D. L. Sun, Y. Sun, and J. E. Taylor · 2016
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Exact post-selection inference for sequential regression procedures
R. J. Tibshirani, J. Taylor, R. Lockhart, and R. Tibshirani · 2016
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The asa’s statement on p-values: Context, process, and purpose
R. L. Wasserstein and N. A. Lazar · 2016
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Post-selection point and interval estimation of signal sizes in gaussian samples
S. Reid, J. Taylor, and R. Tibshirani · 2017
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Confidence intervals for the means of the selected populations
C. Fuentes, G. Casella, and M. T. Wells · 2018
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A. Weinstein and D. Yekutieli · 2014
Cited alongside, same era.
Controlling the false discovery rate via knockoffs
R. F. Barber and E. J. Candès · 2015
Cited alongside, same era.
Selective sequential model selection
W. Fithian, J. Taylor, R. Tibshirani, and R. Tibshirani · 2015
Cited alongside, same era.
Towards” simultaneous selective inference”: post-hoc bounds on the false discovery proportion
E. Katsevich and A. Ramdas · 2018
Later among the works it cites.