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Latest News for June 7th, 2019

Constructing Confidence Intervals for Selected Parameters

In large-scale problems, it is common practice to select important parameters by a procedure such as the BH procedure (Benjamini and Hochberg, 1995) and construct confidence intervals (CIs) for further investigation while the false coverage-statement rate (FCR) for the CIs is controlled at a desired level. Although the well-known BY CIs (Benjamini and Yekutieli, 2005)...