Admissible, consistent multiple testing with applications including variable selection

DOI10.1214/09-EJS391zbMath1326.62041OpenAlexW1980953322MaRDI QIDQ1951995

Arthur Cohen, Chuanwen Chen, Harold B. Sackrowitz

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1247231686

zbMATH Keywords

exponential familylinear regressionvariable selectionforward methodbackward methodstep-down proceduresstep-up procedures

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Admissibility in statistical decision theory (62C15)

Related Items

Consistent multiple testing for change points ⋮ Multiple testing in ordinal data models ⋮ Individualized two‐stage multiple testing procedures with corresponding interval estimates ⋮ On some stepdown procedures with application to consistent variable selection in linear regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• More on the inadmissibility of step-up
• A new multiple testing method in the dependent case
• On the selection of regression variables
• Decision theory results for one-sided multiple comparison procedures
• Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure
• Multiple testing in ordinal data models
• A smooth version of the step-up procedure for multiple tests of hypotheses
• Multiple testing procedures with applications to genomics.
• Consistent variable selection in high dimensional regression via multiple testing
• Testing Statistical Hypotheses
• Tests of Composite Hypotheses for the Multivariate Exponential Family