A Sequential Rejection Testing Method for High-Dimensional Regression with Correlated Variables


METADATA ONLY

Date

2016-05

Publication Type

Journal Article

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Publication status

published

Editor

Book title

Volume

12 (1)

Pages / Article No.

79 - 95

Publisher

De Gruyter

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Familywise error rate; Hierarchical clustering; High-dimensional variable selection; Inheritance procedure; Lasso; Linear model; Minimal true detection; Multiple testing; Sample splitting; Sequential rejection principle; Singleton true detection

Organisational unit

03502 - Bühlmann, Peter L. / Bühlmann, Peter L. check_circle

Notes

Funding

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