Asymptotics of Selective Inference

Asymptotics and the Theory of Inference

Asymptotic analysis has always been very useful for deriving distributions in statistics in cases where the exact distribution is unavailable. More importantly, asymptotic analysis can also provide insight into the inference process itself, suggesting what information is available and how this information may be extracted. The development of likelihood inference over the past twenty-some years ...

Small Concentration Asymptotics and Instrumental Variables Inference

Poskitt and Skeels (2003) provide a new approximation to the sampling distribution of the IV estimator in a simultaneous equations model, the approximation is appropriate when the concentration parameter associated with the reduced form model is small. A basic purpose of this paper is to provide the practitioner with easily implemented inferential tools based upon extensions to these small conc...

Selective inference in complex research.

We explain the problem of selective inference in complex research using a recently published study: a replicability study of the associations in order to reveal and establish risk loci for type 2 diabetes. The false discovery rate approach to such problems will be reviewed, and we further address two problems: (i) setting confidence intervals on the size of the risk at the selected locations an...

Backward Nested Descriptors Asymptotics with Inference on Stem Cell Differentiation

For sequences of random backward nested subspaces as occur, say, in dimension reduction for manifold or stratified space valued data, asymptotic results are derived. In fact, we formulate our results more generally for backward nested families of descriptors (BNFD). Under rather general conditions, asymptotic strong consistency holds. Under additional, still rather general hypotheses, among the...

On statistical inference for selective genotyping