Discussion: "A significance test for the lasso"

Abstract

Discussion of "A significance test for the lasso" by Richard Lockhart, Jonathan Taylor, Ryan J. Tibshirani, Robert Tibshirani [arXiv:1301.7161].

arXiv commentPublished in at http://dx.doi.org/10.1214/14-AOS1175F the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (3)

• Valid post-selection inference
• A significance test for the lasso
• Sequential Selection Procedures and False Discovery Rate Control

Cited by in corpus (2)

• Selective Sequential Model Selection
• Floodgate: inference for model-free variable importance