Consistent variable selection in high dimensional regression via multiple testing

DOI10.1016/j.jspi.2005.03.011zbMath1112.62062OpenAlexW2069880366MaRDI QIDQ2507896

Florentina Bunea, Anna Auguste, Marten H. Wegkamp

Publication date: 5 October 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.03.011

zbMATH Keywords

tablessimulationsBonferroni correctionconsistent variable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Paired and multiple comparisons; multiple testing (62J15)

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