An application of multiple comparison techniques to model selection
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Publication:1388158
DOI10.1023/A:1003483128844zbMath0898.62091MaRDI QIDQ1388158
Publication date: 27 September 1998
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
model selection; variable selection; bootstrap resampling; Akaike's information criterion; multiple regression; multiple comparisons with the best; confidence set of models; Gupta's subset selection procedure; sampling error of AIC
62F07: Statistical ranking and selection procedures
62J15: Paired and multiple comparisons; multiple testing
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