Uniform Asymptotic Inference and the Bootstrap After Model…统一的渐近推理和.pdfVIP

Uniform Asymptotic Inference and the Bootstrap After Model Selection Ryan Tibshirani, Alessandro Rinaldo, Rob Tibshirani, and Larry Wasserman Carnegie Mellon University and Stanford University Abstract Recently, Tibshirani et al. (2014) developed a method for making inferences on parameters after model selection, in a regression setting with normally distributed errors. In this work, we study the large sam