On some stepdown procedures with application to consistent variable selection in linear regression

DOI10.1080/02331888.2013.866116zbMath1396.62175OpenAlexW1974121646MaRDI QIDQ5263999

Konrad Furmańczyk

Publication date: 20 July 2015

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2013.866116

zbMATH Keywords

linear regressionmultiple hypothesis testingstepdown procedureconsistent variable selection

Mathematics Subject Classification ID

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

Related Items (3)

Variable selection procedures from multiple testing ⋮ High-dimensional linear model selection motivated by multiple testing ⋮ Variable selection using stepdown procedures in high-dimensional linear models

Uses Software

• seq.f95

Cites Work

• On the choice of a model to fit data from an exponential family
• Bounds on distribution functions of order statistics for dependent variates
• Decision theory results for one-sided multiple comparison procedures
• On model selection and the arc sine laws
• The control of the false discovery rate in multiple testing under dependency.
• Multiple testing of response rates with a control: A Bayesian stepwise approach
• Admissible, consistent multiple testing with applications including variable selection
• An exploration of aspects of Bayesian multiple testing
• Consistent variable selection in high dimensional regression via multiple testing
• A Theory of some Multiple Decision Problems, I
• A stagewise rejective multiple test procedure based on a modified Bonferroni test
• Model selection by multiple test procedures
• Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
• Unnamed Item

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