Random thresholds for linear model selection

DOI10.1051/PS:2007047MaRDI QIDQ5190281zbMATH OpenOpenAlexFDO

Authors Carenne Ludeña, M. Lavielle

Publication date 15 March 2010

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/244832

zbMATH Keywords

\(L\)-statisticsadaptive estimationhard thresholdinglinear model selectionrandom thresholding

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

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Cites work

• A First Course in Order Statistics
• A note on uniform asymptotic normality of intermediate order statistics
• Adaptive wavelet estimation: A block thresholding and oracle inequality approach
• Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
• Higher criticism for detecting sparse heterogeneous mixtures.
• scientific article; zbMATH DE number 2034517 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Ideal spatial adaptation by wavelet shrinkage
• Minimal penalties for Gaussian model selection
• Optimal filtering of square-integrable signals in Gaussian noise
• Risk bounds for model selection via penalization
• The elements of statistical learning. Data mining, inference, and prediction
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(5)

• Random threshold for linear model selection, revisited
• Detection of multiple change-points in multivariate time series
• Influential nonnegligible parameters under the search linear model
• Residual Ratio Thresholding for Linear Model Order Selection
• Model Selection Uncertainty and Detection of Threshold Effects

Describes a project that uses

Uses Software

• reccv

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