Bootstrap for inference after model selection and model averaging for likelihood models
- 5 March 2024
- journal article
- research article
- Published by Springer Nature in Metrika
- Vol. 88 (3) , 311-340
Abstract
No abstract availableKeywords
Funding Information
- Fonds Wetenschappelijk Onderzoek
- KU Leuven Research Fund
This publication has 32 references indexed in Scilit:
- Optimal finite sample post-selection confidence distributions in generalized linear modelsJournal of Statistical Planning and Inference, 2022
- Post‐selection inference for ‐penalized likelihood modelsCanadian Journal of Statistics, 2017
- Bootstrapping in non-regular smooth function modelsJournal of Multivariate Analysis, 2012
- The Elements of Statistical Learning2009
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?Econometric Theory, 2007
- On the harm that ignoring pretesting can causeJournal of Econometrics, 2004
- Bootstrap tests for misspecified models, with application to clustered binary dataComputational Statistics & Data Analysis, 2001
- Information criteria for selecting possibly misspecified parametric modelsJournal of Econometrics, 1996
- Estimation, Inference and Specification Analysis1994
- The effects on convergence of substituting parameter estimates into U-statistics and other families of statisticsProbability Theory and Related Fields, 1989