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General ways to improve false coverage rate-adjusted selective confidence intervals

Zhao, HB

Zhao, HB (通讯作者),Shanghai Univ Finance & Econ, Sch Stat & Management, 777 Guoding, Shanghai 200433, Peoples R China.

BIOMETRIKA, 2022; 109 (1): 153

Abstract

Post-selection inference on thousands of parameters has attracted considerable research interest in recent years. Specifically, Benjamini & Yekuti......

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