Uncertainty quantification for robust variable selection and multiple testing

DOI10.1214/22-EJS2088MaRDI QIDQ2106788FDOQ2106788

Authors: E. Belitser, Nurzhan Nurushev 

Publication date: 19 December 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.09239

zbMATH Keywords

variable selectionmultiple testinguncertainty quantificationrobust setting

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15)

Cites Work

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Cited In (4)

• Variable selection, monotone likelihood ratio and group sparsity
• Sharp multiple testing boundary for sparse sequences
• Uncertainty quantification for robust variable selection and multiple testing
• Multivariate significance testing and model calibration under uncertainty

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