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.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am41-1-7, author = {Konrad Furma\'nczyk}, title = {Selection in parametric models via some stepdown procedures}, journal = {Applicationes Mathematicae}, volume = {41}, year = {2014}, pages = {81-92}, zbl = {1298.62133}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am41-1-7} }
Konrad Furmańczyk. Selection in parametric models via some stepdown procedures. Applicationes Mathematicae, Tome 41 (2014) pp. 81-92. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am41-1-7/