Multiple testing and variable selection along the path of the least angle regression

DOI10.1093/imaiai/iaac018OpenAlexW4288300572MaRDI QIDQ5878243

Jean-Marc Azaïs, Yohann de Castro

Publication date: 20 February 2023

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.12072

zbMATH Keywords

multiple testingfalse discovery ratehigh-dimensionselective inference

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Gaussian processes (60G15) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15) Stationary stochastic processes (60G10) Probability distributions: general theory (60E05) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Statistical aspects of information-theoretic topics (62B10)

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