The admissible Bayes character of subset selection techniques involved in variable selection, outlier detection, and slippage problems

DOI10.1214/aos/1176345576zbMath0484.62011OpenAlexW1997944412MaRDI QIDQ1163798

Ronald W. Butler

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345576

zbMATH Keywords

invariancesignificance testsStudentized residualslocation and scale invariant testsnormal multivariate regression modelsresidual error criteria

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35) Statistical ranking and selection procedures (62F07) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)

Related Items (3)

Sequential slippage tests using Robbins-Lai's invariant confidence sequences ⋮ Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions ⋮ Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data

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