Multiple hypothesis testing for variable selection
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Publication:6569948
DOI10.1111/ANZS.12157MaRDI QIDQ6569948FDOQ6569948
Authors: Florian Rohart 
Publication date: 9 July 2024
Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)
Cites Work
- A factor model approach to multiple testing under dependence
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Extended Bayesian information criteria for model selection with large model spaces
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Stability Selection
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- High-dimensional graphs and variable selection with the Lasso
- A general framework for multiple testing dependence
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- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Regularization and Variable Selection Via the Elastic Net
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- Sparsity oracle inequalities for the Lasso
- Adaptive Lasso for sparse high-dimensional regression models
- Correlation and Large-Scale Simultaneous Significance Testing
- High-dimensional variable selection
- Consistent variable selection in high dimensional regression via multiple testing
- Some theoretical results on the grouped variables Lasso
- Forward regression for ultra-high dimensional variable screening
- Adaptive tests of linear hypotheses by model selection
- Goodness-of-fit tests for high-dimensional Gaussian linear models
- On model selection curves
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