Risk inflation of sequential tests controlled by alpha investing

DOI10.1080/00949655.2014.990454OpenAlexW2169044137MaRDI QIDQ5220929

Robert A. Stine, Dean P. Foster

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.990454

zbMATH Keywords

stochastic dynamic programmingvariable selectiontestimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A universal prior for integers and estimation by minimum description length
• The risk inflation criterion for multiple regression
• α-Investing: a Procedure for Sequential Control of Expected False Discoveries
• Universal codeword sets and representations of the integers
• Ideal spatial adaptation by wavelet shrinkage
• Learning and Smoothed Analysis
• VIF Regression: A Fast Regression Algorithm for Large Data
• Testing Statistical Hypotheses
• Elements of Information Theory

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