An Accurate Percentile Method for Parametric Inference Based on Asymptotically Biased Estimators
Percentile-based inference that corrects asymptotic bias to deliver accurate confidence sets in finite samples.
SWAG: A Wrapper Method for Sparse Learning
Wrapper method for sparse learning with competitive finite-sample performance.
Roberto molinari
Phase Transition Unbiased Estimation in High Dimensional Settings
Addresses unbiased estimation around phase transitions in high-dimensional regimes.
Stephane guerrier
A simple recipe for making accurate parametric inference in finite sample
Practical guidance for accurate parametric inference when sample sizes are limited.
Stephane guerrier