Consistent variable selection in high dimensional regression via multiple testing

By Florentina Bunea, Marten H. Wegkamp, Anna Auguste. 2006

68 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/10b6bf1f08cdf768030f27ab0c22bb768eda82cd

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In Management Science and Operations Research

1. L. Wolstenholme

In Statistics and Probability

1. L. Wolstenholme

Citations in the corpus

• Model Selection (2018, background): “Model selection procedures based on hypothesis tests have been considered, e.g., in Anderson (1962, 1963), McKay (1977), Pötscher (1983, 1985), Bauer, Pötscher, and Hackl (1988), Hosoya (1984, 1986), and Vuong (1989); for a more recent contribution see Bunea, Wegkamp, and Auguste (2006).”
• Penalized Least Squares Regression Methods and Applications to Neuroimaging (2010, unknown): “However, for models with correlated predictors, they are only theoretically valid when P ≤ N, sometimes much smaller, see, e.g. Bunea et al. (2006) and the references therein.”