Selection in parametric models via some stepdown procedures
Applicationes Mathematicae, Tome 41 (2014) no. 1, pp. 81-92

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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.
DOI : 10.4064/am41-1-7
Keywords: paper considers problem consistent variable selection parametic models stepdown multiple hypothesis procedures approach completes results bunea statist plann inference nbsp simulation study supports results obtained

Konrad Furmańczyk  1

1 Department of Applied Mathematics Warsaw University of Life Sciences (SGGW) Nowoursynowska 159 02-776 Warszawa, Poland
Konrad Furmańczyk. Selection in parametric models via some stepdown procedures. Applicationes Mathematicae, Tome 41 (2014) no. 1, pp. 81-92. doi: 10.4064/am41-1-7
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