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Asymptotics of Selective Inference

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  • Xiaoying Tian
  • Jonathan Taylor

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  • Xiaoying Tian & Jonathan Taylor, 2017. "Asymptotics of Selective Inference," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(2), pages 480-499, June.
    • Handle: RePEc:bla:scjsta:v:44:y:2017:i:2:p:480-499
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    File URL: http://hdl.handle.net/10.1111/sjos.12261
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    Citations

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    Cited by:

    1. Zhipeng Liao & Xiaoxia Shi, 2020. "A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models," Quantitative Economics, Econometric Society, vol. 11(3), pages 983-1017, July.
    2. Daniel Wilhelm, 2018. "Testing for the presence of measurement error," CeMMAP working papers CWP45/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Adamek, Robert & Smeekes, Stephan & Wilms, Ines, 2023. "Lasso inference for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 235(2), pages 1114-1143.
    4. Matthew Backus & Sida Peng, 2019. "On Testing Continuity and the Detection of Failures," NBER Working Papers 26016, National Bureau of Economic Research, Inc.
    5. Andrea C. Garcia‐Angulo & Gerda Claeskens, 2023. "Exact uniformly most powerful postselection confidence distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 358-382, March.
    6. Munday, Tim & Brookes, James, 2021. "Mark my words: the transmission of central bank communication to the general public via the print media," Bank of England working papers 944, Bank of England.
    7. Markus Pelger & Jiacheng Zou, 2022. "Inference for Large Panel Data with Many Covariates," Papers 2301.00292, arXiv.org, revised Mar 2023.
    8. Qingyuan Zhao & Dylan S. Small & Ashkan Ertefaie, 2022. "Selective inference for effect modification via the lasso," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(2), pages 382-413, April.
    9. Joann Jasiak & Purevdorj Tuvaandorj, 2023. "Penalized Likelihood Inference with Survey Data," Papers 2304.07855, arXiv.org.

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