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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.
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 -