Method of Contraction-Expansion (MOCE) for Simultaneous Inference in Linear Models

4 Aug 2019Fei WangLing ZhouLu TangPeter X. -K. Song

Simultaneous inference after model selection is of critical importance to address scientific hypotheses involving a set of parameters. In this paper, we consider high-dimensional linear regression model in which a regularization procedure such as LASSO is applied to yield a sparse model... (read more)

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