学术报告
Variable Selection Procedure from Multiple Testing
报告题目: Variable Selection
Procedure from Multiple Testing
报告人：张宝学教授
（首都经济贸易大学）
摘要：Variable selection plays an important role in statistical learning and scientific discoveries during the past ten years and multiple testing is a fundamental problem in statistical inference, also with wide applications in many scientific fields. This paper aims at figuring out a connection between adaptive lasso and multiple testing in the linear regression model, and aims at proposing a method based on the multiple testing to select variables and control the selecting error rate. Simulation studies show good performance of the proposed method on controlling the selecting error rate and achieving great powers under weak dependence.
时间：12月17日（周四）9：00-9：35
地点：首都师大北一区文科楼205
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