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- W2902479039 abstract "Abstract 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." @default.
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- W2902479039 date "2018-11-26" @default.
- W2902479039 modified "2023-09-23" @default.
- W2902479039 title "Penalized likelihood and multiple testing" @default.
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- W2902479039 doi "https://doi.org/10.1002/bimj.201700196" @default.
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