Penalized likelihood and multiple testing

DOI10.1002/BIMJ.201700196MaRDI QIDQ4626707zbMATH OpenOpenAlexWikidataFDO

Authors Arthur Cohen, Harold B. Sackrowitz, John Kolassa

Publication date 28 February 2019

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.201700196

zbMATH Keywords

Bayesian information criterion (BIC) methodconsistencyconvexityinformation criteriapairwise comparisonssparsity

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Paired and multiple comparisons; multiple testing (62J15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A Multiple Comparison Procedure for Comparing Several Treatments with a Control
• A new multiple testing method in the dependent case
• A significance test for the lasso
• Decision theory results for one-sided multiple comparison procedures
• Estimating the dimension of a model
• Estimation and accuracy after model selection
• Gaussian model selection with an unknown variance
• High-dimensional generalizations of asymmetric least squares regression and their applications
• scientific article; zbMATH DE number 5377184 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Interlacing eigenvalues and graphs
• On the selection of regression variables
• Strong consistency of least squares estimates in normal linear regression
• Testing Statistical Hypotheses
• Tests of Composite Hypotheses for the Multivariate Exponential Family
• Valid post-selection inference

Cited in

(2)

• Hypothesis testing via a penalized-likelihood approach
• Extended likelihood approach to large-scale multiple testing

Describes a project that uses

Uses Software

• R
• covTest

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