Consistent variable selection in high dimensional regression via multiple testing
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Recommendations
- scientific article; zbMATH DE number 1034040
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- Efficient test-based variable selection for high-dimensional linear models
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
- High-dimensional linear model selection motivated by multiple testing
- Robust and consistent variable selection in high-dimensional generalized linear models
- Variable selection for high dimensional multivariate outcomes
- Tight conditions for consistency of variable selection in the context of high dimensionality
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
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Cited in
(45)- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Robust and consistent variable selection in high-dimensional generalized linear models
- Local comparison of empirical distributions via nonparametric regression
- Consistent group selection in high-dimensional linear regression
- On tests for selection of variables and independence under multivariate regression models
- Consistent variable selection criteria in multivariate linear regression even when dimension exceeds sample size
- Tight conditions for consistency of variable selection in the context of high dimensionality
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach
- scientific article; zbMATH DE number 1034040 (Why is no real title available?)
- A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
- \(p\)-values for high-dimensional regression
- Multiple testing and variable selection along the path of the least angle regression
- Consistent multiple testing for change points
- On some stepdown procedures with application to consistent variable selection in linear regression
- Identifying important predictors in large data bases -- multiple testing and model selection
- A note on variable selection in functional regression via random subspace method
- Variable selection using stepdown procedures in high-dimensional linear models
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Variable selection procedures from multiple testing
- High-dimensional regression and variable selection using CAR scores
- A sequential test for variable selection in high dimensional complex data
- Search for relevant sets of variables in a high‐dimensional setup keeping the familywise error rate
- High-dimensional linear model selection motivated by multiple testing
- Efficient test-based variable selection for high-dimensional linear models
- Testing a single regression coefficient in high dimensional linear models
- Regularization in statistics
- Consistent variable selection for functional regression models
- Integrative analysis and variable selection with multiple high-dimensional data sets
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
- Selection in parametric models via some stepdown procedures
- Admissible, consistent multiple testing with applications including variable selection
- Adjusting Stepwisep-Values in Generalized Linear Models
- Consistent significance controlled variable selection in high-dimensional regression
- Fréchet distance-based cluster analysis for multi-dimensional functional data
- Additive model selection
- Hypothesis testing sure independence screening for nonparametric regression
- Consistent variable selection via the optimal discovery procedure in multiple testing
- Consistency of test-based method for selection of variables in high-dimensional two-group discriminant analysis
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Multiple hypothesis testing for variable selection
- Minimal conditions for consistent variable selection in high dimension
- Variable selection for high dimensional Gaussian copula regression model: an adaptive hypothesis testing procedure
- General linear hypothesis testing in functional response model
- Fast FSR Variable Selection with Applications to Clinical Trials
- Nonparametric significance testing and group variable selection
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