The distribution of a linear predictor after model selection: Conditional finite-sample distributions and asymptotic approximations

Leeb, Hannes . Journal of Statistical Planning and Inference 2005. 134 (1) :64-89

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Bibtex

@article{CIS-239596,
  Author = {Leeb, Hannes},
  Title = {The distribution of a linear predictor after model selection: Conditional finite-sample distributions and asymptotic approximations},
  Journal = {Journal of Statistical Planning and Inference},
  Volume = {134},
  Number = {1},
  Year = {2005},
  Pages = {64--89},
  Keywords = {Pre-test estimator, Model uncertainty, inference after model selection, distribution of post-model-selection estimators, linear predictor constructed after model selection}
}

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