Selection in parametric models via some stepdown procedures

• Autorzy: Konrad Furmańczyk
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 62J05: Linear regression
• 62F03: Hypothesis testing
• 62J15: Paired and multiple comparisons

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2014
• Tom: 41
• Numer: 1
• Strony: 81-92

Daty

wydano

2014

Twórcy

autor

Konrad Furmańczyk

• Department of Applied Mathematics, Warsaw University of Life Sciences (SGGW), Nowoursynowska 159, 02-776 Warszawa, Poland

Identyfikatory

DOI

10.4064/am41-1-7