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Model selection by multiple test procedures
Authors:
Peter Bauer a;
Benedikt M. Potscher a;
Peter Hackl a
| Affiliation: | a Medizinische Dokumentation, u. Statistik Universitat zu Koln, joseph- szmann-str, Koln, BRD |
DOI:
10.1080/02331888808802068
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
A multiple test procedure for inferring the dimension of a general finite parameter model is proposed which consists of individual tests of each of these parameters. If the critical limits of the individual tests are allowed to depend on the sample size in an
appropriate way, the test procedure provides a weakly consistent estimate of the minimal 'correct5 subset of the model parameters |
| Keywords: Multiple testing; parameter subset selection; dimensionality |
| view references (15) |
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