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A coverage theory for least squares

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  • Algo Carè
  • Simone Garatti
  • Marco C. Campi

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  • Algo Carè & Simone Garatti & Marco C. Campi, 2017. "A coverage theory for least squares," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(5), pages 1367-1389, November.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:5:p:1367-1389
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    File URL: http://hdl.handle.net/10.1111/rssb.12219
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    References listed on IDEAS

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    1. Alexandre Belloni & Victor Chernozhukov & Kengo Kato, 2019. "Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 749-758, April.
    2. Di Bucchianico, A. & Einmahl, J.H.J. & Mushkudiani, N.A., 2001. "Smallest nonparametric tolerance regions," Other publications TiSEM 436f9be2-d0ad-49af-b6df-9, Tilburg University, School of Economics and Management.
    3. A. Belloni & V. Chernozhukov & K. Kato, 2015. "Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems," Biometrika, Biometrika Trust, vol. 102(1), pages 77-94.
    4. Jing Lei & Larry Wasserman, 2014. "Distribution-free prediction bands for non-parametric regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 71-96, January.
    5. Yoav Benjamini & Daniel Yekutieli, 2005. "False Discovery Rate-Adjusted Multiple Confidence Intervals for Selected Parameters," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 71-81, March.
    6. T. Mark Beasley & Grier P. Page & Jaap P. L. Brand & Gary L. Gadbury & John D. Mountz & David B. Allison, 2004. "Chebyshev's inequality for nonparametric testing with small N and α in microarray research," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 53(1), pages 95-108, January.
    7. Jing Lei & James Robins & Larry Wasserman, 2013. "Distribution-Free Prediction Sets," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 278-287, March.
    8. Ryan J. Tibshirani & Jonathan Taylor & Richard Lockhart & Robert Tibshirani, 2016. "Exact Post-Selection Inference for Sequential Regression Procedures," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 600-620, April.
    9. Pötscher, B.M., 1991. "Effects of Model Selection on Inference," Econometric Theory, Cambridge University Press, vol. 7(2), pages 163-185, June.
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