Matches in SemOpenAlex for { <https://semopenalex.org/work/W2963254458> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2963254458 abstract "There has been much recent work on inference after model selection in situations where the noise level is known. However, the error variance is rarely known in practice and its estimation is difficult in high-dimensional settings. In this work we propose using the square-root lasso, also known as the scaled lasso, to perform inference for selected coefficients and the noise level simultaneously. The square-root lasso has the property that the choice of a reasonable tuning parameter does not depend on the noise level in the data. We provide valid |$p$|-values and confidence intervals for coefficients after variable selection and estimates for the model-specific variance. Our estimators perform better in simulations than other estimators of the noise variance. These results make inference after model selection significantly more applicable." @default.
- W2963254458 created "2019-07-30" @default.
- W2963254458 creator A5006180749 @default.
- W2963254458 creator A5016843956 @default.
- W2963254458 creator A5021087479 @default.
- W2963254458 date "2018-09-20" @default.
- W2963254458 modified "2023-10-16" @default.
- W2963254458 title "Selective inference with unknown variance via the square-root lasso" @default.
- W2963254458 cites W2054714441 @default.
- W2963254458 cites W2152204644 @default.
- W2963254458 cites W2154972590 @default.
- W2963254458 cites W2204774351 @default.
- W2963254458 cites W233827914 @default.
- W2963254458 cites W2950190315 @default.
- W2963254458 cites W3099470970 @default.
- W2963254458 cites W3121832289 @default.
- W2963254458 doi "https://doi.org/10.1093/biomet/asy045" @default.
- W2963254458 hasPublicationYear "2018" @default.
- W2963254458 type Work @default.
- W2963254458 sameAs 2963254458 @default.
- W2963254458 citedByCount "14" @default.
- W2963254458 countsByYear W29632544582019 @default.
- W2963254458 countsByYear W29632544582020 @default.
- W2963254458 countsByYear W29632544582021 @default.
- W2963254458 countsByYear W29632544582022 @default.
- W2963254458 crossrefType "journal-article" @default.
- W2963254458 hasAuthorship W2963254458A5006180749 @default.
- W2963254458 hasAuthorship W2963254458A5016843956 @default.
- W2963254458 hasAuthorship W2963254458A5021087479 @default.
- W2963254458 hasBestOaLocation W29632544582 @default.
- W2963254458 hasConcept C105795698 @default.
- W2963254458 hasConcept C11413529 @default.
- W2963254458 hasConcept C11577676 @default.
- W2963254458 hasConcept C115961682 @default.
- W2963254458 hasConcept C121955636 @default.
- W2963254458 hasConcept C134261354 @default.
- W2963254458 hasConcept C136764020 @default.
- W2963254458 hasConcept C139945424 @default.
- W2963254458 hasConcept C144133560 @default.
- W2963254458 hasConcept C154945302 @default.
- W2963254458 hasConcept C185429906 @default.
- W2963254458 hasConcept C196083921 @default.
- W2963254458 hasConcept C2524010 @default.
- W2963254458 hasConcept C2776214188 @default.
- W2963254458 hasConcept C33923547 @default.
- W2963254458 hasConcept C37616216 @default.
- W2963254458 hasConcept C41008148 @default.
- W2963254458 hasConcept C81917197 @default.
- W2963254458 hasConcept C93959086 @default.
- W2963254458 hasConcept C99498987 @default.
- W2963254458 hasConceptScore W2963254458C105795698 @default.
- W2963254458 hasConceptScore W2963254458C11413529 @default.
- W2963254458 hasConceptScore W2963254458C11577676 @default.
- W2963254458 hasConceptScore W2963254458C115961682 @default.
- W2963254458 hasConceptScore W2963254458C121955636 @default.
- W2963254458 hasConceptScore W2963254458C134261354 @default.
- W2963254458 hasConceptScore W2963254458C136764020 @default.
- W2963254458 hasConceptScore W2963254458C139945424 @default.
- W2963254458 hasConceptScore W2963254458C144133560 @default.
- W2963254458 hasConceptScore W2963254458C154945302 @default.
- W2963254458 hasConceptScore W2963254458C185429906 @default.
- W2963254458 hasConceptScore W2963254458C196083921 @default.
- W2963254458 hasConceptScore W2963254458C2524010 @default.
- W2963254458 hasConceptScore W2963254458C2776214188 @default.
- W2963254458 hasConceptScore W2963254458C33923547 @default.
- W2963254458 hasConceptScore W2963254458C37616216 @default.
- W2963254458 hasConceptScore W2963254458C41008148 @default.
- W2963254458 hasConceptScore W2963254458C81917197 @default.
- W2963254458 hasConceptScore W2963254458C93959086 @default.
- W2963254458 hasConceptScore W2963254458C99498987 @default.
- W2963254458 hasLocation W29632544581 @default.
- W2963254458 hasLocation W29632544582 @default.
- W2963254458 hasOpenAccess W2963254458 @default.
- W2963254458 hasPrimaryLocation W29632544581 @default.
- W2963254458 hasRelatedWork W2086368102 @default.
- W2963254458 hasRelatedWork W2148799972 @default.
- W2963254458 hasRelatedWork W2167006297 @default.
- W2963254458 hasRelatedWork W2267966904 @default.
- W2963254458 hasRelatedWork W2513564542 @default.
- W2963254458 hasRelatedWork W2781092925 @default.
- W2963254458 hasRelatedWork W2963254458 @default.
- W2963254458 hasRelatedWork W3123644762 @default.
- W2963254458 hasRelatedWork W3124567442 @default.
- W2963254458 hasRelatedWork W4320152990 @default.
- W2963254458 isParatext "false" @default.
- W2963254458 isRetracted "false" @default.
- W2963254458 magId "2963254458" @default.
- W2963254458 workType "article" @default.