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