Multiple hypothesis testing for variable selection

Cites work

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
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?)
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. With discussion and authors' reply
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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