Selection in parametric models via some stepdown procedures
Volume 41 / 2014
Applicationes Mathematicae 41 (2014), 81-92
MSC: Primary 62J15, 62F03; Secondary 62J05.
DOI: 10.4064/am41-1-7
Abstract
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.
