Model confidence bounds for variable selection
نویسندگان
چکیده
منابع مشابه
Lower Confidence Bounds for the Probabilities of Correct Selection
We extend the results of Gupta and Liang 1998 , derived for location parameters, to obtain lower confidence bounds for the probability of correctly selecting the t best populations PCSt simultaneously for all t 1, . . . , k − 1 for the general scale parameter models, where k is the number of populations involved in the selection problem. The application of the results to the exponential and nor...
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ژورنال
عنوان ژورنال: Biometrics
سال: 2019
ISSN: 0006-341X,1541-0420
DOI: 10.1111/biom.13024