Admissible, consistent multiple testing with applications including variable selection
Work
Year: 2009
Type: article
Abstract: For multivariate normal models and some exponential family models a multiple testing stepwise method is offered that is both admissible and consistent. The method is readily adaptable to selecting var... more
Source: Electronic Journal of Statistics
Institution Rutgers, The State University of New Jersey
Cites: 20
Cited by: 8
Related to: 10
FWCI: 0.884
Citation percentile (by year/subfield): 59
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
APC paid (est): $675