Variable selection procedures from multiple testing
From MaRDI portal
Publication:2423858
DOI10.1007/S11425-016-9186-XOpenAlexW2808504901MaRDI QIDQ2423858
Chunming Zhang, Shurong Zheng, Bao-Xue Zhang, Guang-Hui Cheng
Publication date: 20 June 2019
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-016-9186-x
Parametric hypothesis testing (62F03) Applications of operator theory in probability theory and statistics (47N30)
Cites Work
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- On the Benjamini-Hochberg method
- Assessing mean and median filters in multiple testing for large-scale imaging data
- Statistics for high-dimensional data. Methods, theory and applications.
- High-dimensional variable selection
- Controlling the false discovery rate via knockoffs
- Least angle regression. (With discussion)
- Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Consistent variable selection in high dimensional regression via multiple testing
- p-Values for High-Dimensional Regression
- Model selection and estimation in the Gaussian graphical model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- A Direct Approach to False Discovery Rates
- On some stepdown procedures with application to consistent variable selection in linear regression
- Correlation and Large-Scale Simultaneous Significance Testing
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
This page was built for publication: Variable selection procedures from multiple testing
