The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations
Author/Authors :
Hannes Leeb، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
26
From page :
64
To page :
89
Keywords :
Linear predictor constructed after model selection , Model uncertainty , Pre-test estimator , Distribution ofpost-model-selection estimators , Model selection , Inference after model selection
