An application of multiple comparison techniques to model selection

DOI10.1023/A:1003483128844zbMath0898.62091MaRDI QIDQ1388158

Hidetoshi Shimodaira

Publication date: 27 September 1998

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

model selectionvariable selectionbootstrap resamplingAkaike's information criterionmultiple regressionmultiple comparisons with the bestconfidence set of modelsGupta's subset selection proceduresampling error of AIC

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Paired and multiple comparisons; multiple testing (62J15)

Related Items (16)

MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION ⋮ Inference after separated hypotheses testing: an empirical investigation for linear models ⋮ Model selection tests for nonlinear dynamic models ⋮ Trading Variance Reduction with Unbiasedness: The Regularized Subspace Information Criterion for Robust Model Selection in Kernel Regression ⋮ Comparison of non-nested models under a general measure of distance ⋮ Minimum \(\phi\)-divergence estimation in misspecified multinomial models ⋮ Tracking interval for selecting between non-nested models: an investigation for type II right censored data ⋮ Combining Multiple Comparisons and Modeling Techniques in Dose‐Response Studies ⋮ Linear Signed Rank Test for Model Selection ⋮ Minimum \(K_\phi\)-divergence estimators for multinomial models and applications ⋮ Characterizations of proportional hazard and reversed hazard rate models based on symmetric and asymmetric Kullback-Leibler divergences ⋮ Fourier methods for model selection ⋮ Empiricial Comparison between Some Model Selection Criteria ⋮ FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES ⋮ Confidence graphs for graphical model selection ⋮ Identification of dynamic games with unobserved heterogeneity and multiple equilibria

This page was built for publication: An application of multiple comparison techniques to model selection