Model selection by multiple test procedures
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Cites work
- scientific article; zbMATH DE number 3145638 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A new look at the statistical model identification
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- Estimating Regression Models of Finite but Unknown Order
- Estimating the dimension of a model
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- Order estimation in ARMA-models by Lagrangian multiplier tests
- Selection of Regressors
- Some Comments on C P
- Some recent advances in time series modeling
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- The estimation of the order of an ARMA process
- Weak and strong consistency of the least squares estimators in regression models
Cited in
(34)- SLOPE-adaptive variable selection via convex optimization
- Information criterion as a multiple testing procedure
- Selection in parametric models via some stepdown procedures
- A Fast Model Selection Procedure for Large Families of Models
- scientific article; zbMATH DE number 220310 (Why is no real title available?)
- On the distribution of the adaptive LASSO estimator
- Tabu search model selection in multiple regression analysis
- Robust tests for model selection
- Estimation and Test for Multi-Dimensional Regression Models
- Consistent variable selection in high dimensional regression via multiple testing
- Lag length selection in panel autoregression
- Multiple decision procedures for inference in regression models
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models
- Basic concepts of multiple tests -- a survey
- X-differencing and dynamic panel model estimation
- On some stepdown procedures with application to consistent variable selection in linear regression
- A multiple model discrimination procedure
- THE CHOICE BETWEEN SETS OF REGRESSORS
- Global statistical information in exponential experiments and selection of exponential models
- Hypothesis testing: A model selection approach
- Multiple comparison procedures applied to model selection
- The ET interview: Benedikt M. Pötscher
- An extension of Anderson's multiple decision procedure
- Consistent significance controlled variable selection in high-dimensional regression
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
- Parameter-based hypothesis tests for model selection
- Multiset Model Selection
- Confidence sets based on thresholding estimators in high-dimensional Gaussian regression models
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints
- FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
- Panel data models with multiple time-varying individual effects
- Can one estimate the conditional distribution of post-model-selection estimators?
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