Selection in parametric models via some stepdown procedures
Konrad Furmańczyk (2014)
Applicationes Mathematicae
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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.