Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
arXiv:1812.07955
Abstract
This is a comment on the article mentioned in the title.
References in corpus (4)
- Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
- Conditional predictive inference post model selection
- On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding