Confidence sets for model selection by F -testing

DOI10.5705/ss.2014.110zbMath1377.62155OpenAlexW2327271031MaRDI QIDQ3448731

Davide Ferrari, Yuhong Yang

Publication date: 26 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.110

zbMATH Keywords

model selectionlinear regressionvariable selectionconfidence set

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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