Admissible, consistent multiple testing with applications including variable selection

DOI10.1214/09-EJS391MaRDI QIDQ1951995zbMATH OpenOpenAlexFDO

Authors Chuanwen Chen, Arthur Cohen, Harold B. Sackrowitz

Publication date 27 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1247231686

zbMATH Keywords

backward methodexponential familyforward methodlinear regressionstep-down proceduresstep-up proceduresvariable selection

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• A new multiple testing method in the dependent case
• A smooth version of the step-up procedure for multiple tests of hypotheses
• Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure
• Consistent variable selection in high dimensional regression via multiple testing
• Decision theory results for one-sided multiple comparison procedures
• scientific article; zbMATH DE number 5377184 (Why is no real title available?)
• scientific article; zbMATH DE number 4052834 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• More on the inadmissibility of step-up
• Multiple testing in ordinal data models
• Multiple testing procedures with applications to genomics.
• On the selection of regression variables
• Testing Statistical Hypotheses
• Tests of Composite Hypotheses for the Multivariate Exponential Family

Cited in

(11)

• Multiple testing in ordinal data models
• An Adaptive Method of Variable Selection in Regression
• scientific article; zbMATH DE number 4020242 (Why is no real title available?)
• scientific article; zbMATH DE number 1536207 (Why is no real title available?)
• Individualized two‐stage multiple testing procedures with corresponding interval estimates
• Selection in parametric models via some stepdown procedures
• On some stepdown procedures with application to consistent variable selection in linear regression
• Consistent variable selection via the optimal discovery procedure in multiple testing
• Multiple Testing and Data Adaptive Regression: An Application to HIV-1 Sequence Data.
• Consistent multiple testing for change points
• More on the inadmissibility of step-up

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