When is the first spurious variable selected by sequential regression procedures?

DOI10.1093/biomet/asy032zbMath1499.62282arXiv1708.03046OpenAlexW2962872139WikidataQ129805624 ScholiaQ129805624MaRDI QIDQ4561008

Weijie J. Su

Publication date: 10 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.03046

zbMATH Keywords

familywise error rateLassoleast angle regressionforward stepwise regressionfalse variable

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Sequential statistical analysis (62L10) Paired and multiple comparisons; multiple testing (62J15)

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