Confidence sets for model selection by F -testing

By Davide Ferrari, Yuhong Yang. 2015

53 citations recorded by the source corpus.

Subfields: Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

1. Jing Lei
2. Xiaonan Hu
3. Yuetian Luo
4. Davide Ferrari
5. Y. Li
6. Yichen Qin
7. Adam D. Smith
8. E.J. Candes

Citations in the corpus

• Forward stability and model path selection (2021, neutral): “Ferrari and Yang (2015) extended these ideas to potentially high-dimensional settings where p can grow with n whenever additional screening methods are available.”
• Cross-Validation With Confidence (2017, methodology): “Moreover, except in the high noise case with student’s t(3) noise, the CVC confidence set tends to be smaller than the F-test based confidence set [14] when n is moderately large.”
• Model confidence bounds for variable selection (2016, methodology): “We further compare the performance of MCB with VSCS (Ferrari and Yang, 2015).”