Consistent variable selection via the optimal discovery procedure in multiple testing

DOI10.1080/03610926.2015.1069351MaRDI QIDQ5349165zbMATH OpenOpenAlexFDO

Authors Li Wang, Xingzhong Xu

Publication date 23 August 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1069351

zbMATH Keywords

linear regressionmultiple hypotheses testingoptimal discovery procedureconsistent variable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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Cited in

(3)

• On the unbiasedness of optimal discovery procedure
• Variable selection procedures from multiple testing
• Admissible, consistent multiple testing with applications including variable selection

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