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A sequential rejection testing method for high-dimensional regression with correlated variables - MaRDI portal

A sequential rejection testing method for high-dimensional regression with correlated variables (Q6632724)

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scientific article; zbMATH DE number 7938655
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A sequential rejection testing method for high-dimensional regression with correlated variables
scientific article; zbMATH DE number 7938655

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    A sequential rejection testing method for high-dimensional regression with correlated variables (English)
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    5 November 2024
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    familywise error rate
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    hierarchical clustering
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    high-dimensional variable selection
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    inheritance procedure
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    Lasso
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    linear model
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    minimal true detection
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    multiple testing
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    sample splitting
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    sequential rejection principle
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    singleton true detection
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