Penalized likelihood and multiple testing
Penalized likelihood and multiple testing
复制标题
惩罚可能性和多重测试
DOI:
10.1002/bimj.201700196
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发表时间:
2018
影响因子:
1.7
通讯作者:
Sackrowitz, Harold B.
中科院分区:
文献类型:
--
作者:
Cohen, Arthur;Kolassa, John;Sackrowitz, Harold B.
The classical multiple testing model remains an important practical area of statistics with new approaches still being developed. In this paper we develop a new multiple testing procedure inspired by a method sometimes used in a problem with a different focus. Namely, the inference after model selection problem. We note that solutions to that problem are often accomplished by making use of a penalized likelihood function. A classic example is the Bayesian information criterion (BIC) method. In this paper we construct a generalized BIC method and evaluate its properties as a multiple testing procedure. The procedure is applicable to a wide variety of statistical models including regression, contrasts, treatment versus control, change point, and others. Numerical work indicates that, in particular, for sparse models the new generalized BIC would be preferred over existing multiple testing procedures.
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影响因子:
--
作者:
T. Matthes;D. R. Truax
通讯作者:
D. R. Truax
影响因子:
4.5
作者:
Cohen, A;Sackrowitz, HB
通讯作者:
Sackrowitz, HB
影响因子:
4.5
作者:
T. W. Anderson;John B. Taylor
通讯作者:
T. W. Anderson;John B. Taylor
影响因子:
4.5
作者:
Lockhart R;Taylor J;Tibshirani RJ;Tibshirani R
通讯作者:
Tibshirani R
DOI:
--
发表时间:
2010
期刊:
日本教科教育学会第36回全国大会論文集
影响因子:
--
作者:
Ryoko KODAMA;Miho KATO;Mariko ISHIGURO;玉村かおり・松本伸示
通讯作者:
玉村かおり・松本伸示