Bootstrap tuning in Gaussian ordered model selection

DOI10.1214/18-AOS1717zbMath1427.62033arXiv1507.05034WikidataQ128373467 ScholiaQ128373467MaRDI QIDQ2414090

Niklas Willrich, Vladimir Spokoiny

Publication date: 10 May 2019

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

Full work available at URL: https://arxiv.org/abs/1507.05034

zbMATH Keywords

model selectionheteroscedasticitynonparametric regressionlinear regressionmultiplier bootstrapmultiple pairwise testsvariance co-variance structure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Nonparametric statistical resampling methods (62G09) Analysis of variance and covariance (ANOVA) (62J10) Paired and multiple comparisons; multiple testing (62J15)

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