Abstract
We would like to thank the discussants and editors for their enlightening comments, interesting observations, and recognition of our proposed method. Model selection uncertainty is a fast-growing research topic with constant new results, and it also poses many challenges in theory and computation for analyzing complex data. We think a more comprehensive investigation on model selection uncertainty is in order and hope the current discussions will be helpful for a thorough analysis of such a topic. We look forward to seeing more investigation on model selection uncertainty, and new methods and tools developed to overcome the unsolved challenges. Below, we have organized our discussion in the following sections to address the issues raised by the discussants.