6 citations · 13 across the 9 of their papers we have counts for
4 papers · 1 filter
Estimating the False Discovery Rate of Variable Selection
Yixiang Luo, William Fithian, Lihua Lei
We introduce a generic estimator for the false discovery rate of any model selection procedure, in common statistical modeling settings including the Gaussian linear model, Gaussia…
Causal Interpretation of Regressions With Ranks
Lihua Lei
In studies of educational production functions or intergenerational mobility, it is common to transform the key variables into percentile ranks. Yet, it remains unclear what the re…
Bellman Conformal Inference: Calibrating Prediction Intervals For Time Series
Zitong Yang, Emmanuel Candès, Yu Ming Huang +1
We introduce Bellman Conformal Inference (BCI), a framework that wraps around any time series forecasting models and provides calibrated prediction intervals. Unlike the existing m…
Inference for Synthetic Controls via Refined Placebo Tests
Lihua Lei, Timothy Sudijono
The synthetic control method is often applied to problems with one treated unit and a small number of control units. A common inferential task in this setting is to test null hypot…