Consistent variable selection in high dimensional regression via multiple testing

Florentina Bunea; Marten Wegkamp; Anna L. Auguste

doi:10.1016/j.jspi.2005.03.011

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Consistent variable selection in high dimensional regression via multiple testing

Florentina Bunea Marten Wegkamp Anna L. Auguste

Year: 2005 Journal: Journal of Statistical Planning and Inference Vol: 136 (12)Pages: 4349-4364 Publisher: Elsevier BV

DOI: 10.1016/j.jspi.2005.03.011

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Keywords:

Mathematics Bonferroni correction Multiple comparisons problem False discovery rate Statistics Estimator Design matrix Statistical hypothesis testing Sample size determination Selection (genetic algorithm) Linear regression Dimension (graph theory) Feature selection Regression analysis Model selection Variable (mathematics) Set (abstract data type) Combinatorics Artificial intelligence Computer science

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Statistical Methods in Clinical Trials

Physical Sciences → Mathematics → Statistics and Probability

Optimal Experimental Design Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Consistent variable selection in high dimensional regression via multiple testing

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