Now showing items 1-3 of 3

    • Confidence sets for model selection by F-testing 

      Ferrari D; Yang Y (2015)
      We introduce the notion of variable selection confidence set (VSCS) for linear regression based on F-testing. Our method identifies the most important variables in a principled way that goes beyond simply trusting the ...
    • Model Selection Confidence Sets by Likelihood Ratio Testing 

      Zheng C; Ferrari D; Yang Y (2017)
      The traditional activity of model selection aims at discovering a single model superior to other candidate models. In the presence of pronounced noise, however, multiple models are often found to explain the same data ...
    • Model Selection confidence sets by likelihood ratio testing 

      Zheng C; Ferrari D; Yang Y (2019)
      The traditional activity of model selection aims at discovering a single model superior to other candidate models. In the presence of pronounced noise, however, multiple models are often found to explain the same data ...