Multiple hypothesis testing for variable selection
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Publication:6569948
Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3046453 (Why is no real title available?)
- A factor model approach to multiple testing under dependence
- A general framework for multiple testing dependence
- Adaptive Lasso for sparse high-dimensional regression models
- Adaptive tests of linear hypotheses by model selection
- Consistent variable selection in high dimensional regression via multiple testing
- Correlation and Large-Scale Simultaneous Significance Testing
- Extended Bayesian information criteria for model selection with large model spaces
- Forward regression for ultra-high dimensional variable screening
- Goodness-of-fit tests for high-dimensional Gaussian linear models
- High-dimensional graphs and variable selection with the Lasso
- High-dimensional variable selection
- Nearly unbiased variable selection under minimax concave penalty
- On model selection curves
- Regularization and Variable Selection Via the Elastic Net
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Some theoretical results on the grouped variables Lasso
- Sparsity oracle inequalities for the Lasso
- Stability Selection
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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