44 citations · 116 across the 14 of their papers we have counts for
3 papers · 1 filter
Valid confidence intervals for post-model-selection predictors
François Bachoc, Hannes Leeb, Benedikt M. Pötscher
We consider inference post-model-selection in linear regression. In this setting, Berk et al.(2013) recently introduced a class of confidence sets, the so-called PoSI intervals, th…
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix
David Preinerstorfer, Benedikt M. Pötscher
The behavior of the power function of autocorrelation tests such as the Durbin-Watson test in time series regressions or the Cliff-Ord test in spatial regression models has been in…
On Various Confidence Intervals Post-Model-Selection
Hannes Leeb, Benedikt M. Pötscher, Karl Ewald
We compare several confidence intervals after model selection in the setting recently studied by Berk et al. [Ann. Statist. 41 (2013) 802-837], where the goal is to cover not the t…