Selection in parametric models via some stepdown procedures

Konrad Furmańczyk

Applicationes Mathematicae (2014)

  • Volume: 41, Issue: 1, page 81-92
  • ISSN: 1233-7234

Abstract

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The paper considers the problem of consistent variable selection in parametic models with the use of stepdown multiple hypothesis procedures. Our approach completes the results of Bunea et al. [J. Statist. Plann. Inference 136 (2006)]. A simulation study supports the results obtained.

How to cite

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Konrad Furmańczyk. "Selection in parametric models via some stepdown procedures." Applicationes Mathematicae 41.1 (2014): 81-92. <http://eudml.org/doc/286618>.

@article{KonradFurmańczyk2014,
abstract = {The paper considers the problem of consistent variable selection in parametic models with the use of stepdown multiple hypothesis procedures. Our approach completes the results of Bunea et al. [J. Statist. Plann. Inference 136 (2006)]. A simulation study supports the results obtained.},
author = {Konrad Furmańczyk},
journal = {Applicationes Mathematicae},
keywords = {multiple hypothesis testing; stepdown procedure; consistent variable selection; linear regression; logistic regression; Cox model},
language = {eng},
number = {1},
pages = {81-92},
title = {Selection in parametric models via some stepdown procedures},
url = {http://eudml.org/doc/286618},
volume = {41},
year = {2014},
}

TY - JOUR
AU - Konrad Furmańczyk
TI - Selection in parametric models via some stepdown procedures
JO - Applicationes Mathematicae
PY - 2014
VL - 41
IS - 1
SP - 81
EP - 92
AB - The paper considers the problem of consistent variable selection in parametic models with the use of stepdown multiple hypothesis procedures. Our approach completes the results of Bunea et al. [J. Statist. Plann. Inference 136 (2006)]. A simulation study supports the results obtained.
LA - eng
KW - multiple hypothesis testing; stepdown procedure; consistent variable selection; linear regression; logistic regression; Cox model
UR - http://eudml.org/doc/286618
ER -

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