Multiple Hypotheses Testing For Variable Selection

Details Multiple Hypotheses Testing For Variable Selection Multiple Hypotheses Testing For Variable Selection

2011-06-17

arxiv.org/abs/1106.3415v1

Mathematics

Statistics Theory

Scientific paper

Many methods have been developed to estimate the set of relevant variables in a sparse linear model Y= XB+e where the dimension p of B can be much higher than the length n of Y. Here we propose two new methods based on multiple hypotheses testing, either for ordered or non-ordered variables. Our procedures are inspired by the testing procedure proposed by Baraud et al (2003). The new procedures are proved to be powerful under some conditions on the data and their properties are non asymptotic. They gave better results in estimating the set of relevant variables than both the False Discovery Rate (FDR) and the Lasso, both in the common case (pn).

Affiliated with

Also associated with

No associations

Rating

Multiple Hypotheses Testing For Variable Selection does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Multiple Hypotheses Testing For Variable Selection, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Multiple Hypotheses Testing For Variable Selection will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-695767