Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
Can one estimate the conditional distribution of post-model-selection estimators?
Confidence Sets Based on Penalized Maximum Likelihood Estimators in Gaussian Regression
Confidence Sets Based on Sparse Estimators Are Necessarily Large
Distributional Results for Thresholding Estimators in High-Dimensional Gaussian Regression Models
Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference
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