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Volumn 3, Issue , 2009, Pages 633-650

Admissible, consistent multiple testing with applications including variable selection

Author keywords

Backward method; Exponential family; Forward method; Linear regression; Step down procedures; Step up procedures; Variable selection

Indexed keywords


EID: 79960064496     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/09-EJS391     Document Type: Article
Times cited : (4)

References (16)
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    • An, H. and Gu, L. (1985). On the selection of regression variables. Acta Mathematicae Applicatae Sinica 2, 27-36.
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    • An, H.1    Gu, L.2
  • 2
    • 0001677717 scopus 로고
    • Controlling the false discovery rate: A practical and powerful approach to multiple testing
    • Benjamini, Y. and Hochberg, Y. (1995). Controlling the false discovery rate: a practical and powerful approach to multiple testing. Journal of the Royal Statistical Society, Ser. B 57, 289-289.
    • (1995) Journal of the Royal Statistical Society, Ser. B , vol.57 , pp. 289-289
    • Benjamini, Y.1    Hochberg, Y.2
  • 3
    • 33746852417 scopus 로고    scopus 로고
    • Consistent variable selection in high dimensional regression via multiple testing
    • Bunea, F., Wegkamp, M.H., and Auguste, A. (2006). Consistent variable selection in high dimensional regression via multiple testing. Journal of Statistical Planning and Inference 136, 12, 4349-4364.
    • (2006) Journal of Statistical Planning and Inference , vol.136 , Issue.12 , pp. 4349-4364
    • Bunea, F.1    Wegkamp, M.H.2    Auguste, A.3
  • 6
    • 18444377384 scopus 로고    scopus 로고
    • Decision theory results for one-sided multiple comparison procedures
    • Cohen, A. and Sackrowitz, H.B. (2005a). Decision theory results for one-sided multiple comparison procedures. The Annals of Statistics 33, 1, 126-144.
    • (2005) The Annals of Statistics , vol.33 , Issue.1 , pp. 126-144
    • Cohen, A.1    Sackrowitz, H.B.2
  • 7
    • 18444392726 scopus 로고    scopus 로고
    • Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure
    • Cohen, A. and Sackrowitz, H.B. (2005b). Characterization of Bayes procedures for multiple endpoint problems and inadmissibility of the step-up procedure. The Annals of Statistics 33, 1, 145-158.
    • (2005) The Annals of Statistics , vol.33 , Issue.1 , pp. 145-158
    • Cohen, A.1    Sackrowitz, H.B.2
  • 9
    • 44849117009 scopus 로고    scopus 로고
    • Multiple testing to two-sided alternatives with dependent data
    • Cohen, A. and Sackrowitz, H.B. (2008). Multiple testing to two-sided alternatives with dependent data. Statistica Sinica 18, 1593-1602.
    • (2008) Statistica Sinica , vol.18 , pp. 1593-1602
    • Cohen, A.1    Sackrowitz, H.B.2
  • 10
    • 34447539521 scopus 로고    scopus 로고
    • A smooth version of the step-up procedure for multiple tests of hypotheses
    • Cohen, A., Kolassa, J., and Sackrowitz, H.B. (2007). A smooth version of the step-up procedure for multiple tests of hypotheses. Journal of Statistical Planning and Inference 137, 11, 3352-3360.
    • (2007) Journal of Statistical Planning and Inference , vol.137 , Issue.11 , pp. 3352-3360
    • Cohen, A.1    Kolassa, J.2    Sackrowitz, H.B.3
  • 15
    • 0000971008 scopus 로고
    • Tests of composite hypotheses for the multivariate exponential family
    • Matthes, T.K. and Truax, D.R. (1967). Tests of composite hypotheses for the multivariate exponential family. The Annals of Mathematical Statistics 38, 681-697.
    • (1967) The Annals of Mathematical Statistics , vol.38 , pp. 681-697
    • Matthes, T.K.1    Truax, D.R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.