Multiple testing has gained much attention in high-dimensional statistical theory and applications,and the problem of variable selection can be regarded as a generalization of the multiple testing.It is aiming to sele...Multiple testing has gained much attention in high-dimensional statistical theory and applications,and the problem of variable selection can be regarded as a generalization of the multiple testing.It is aiming to select the important variables among many variables.Performing variable selection in high-dimensional linear models with measurement errors is challenging.Both the influence of high-dimensional parameters and measurement errors need to be considered to avoid severely biases.We consider the problem of variable selection in error-in-variables and introduce the DCoCoLasso-FDP procedure,a new variable selection method.By constructing the consistent estimator of false discovery proportion(FDP)and false discovery rate(FDR),our method can prioritize the important variables and control FDP and FDR at a specifical level in error-in-variables models.An extensive simulation study is conducted to compare DCoCoLasso-FDP procedure with existing methods in various settings,and numerical results are provided to present the efficiency of our method.展开更多
文摘Multiple testing has gained much attention in high-dimensional statistical theory and applications,and the problem of variable selection can be regarded as a generalization of the multiple testing.It is aiming to select the important variables among many variables.Performing variable selection in high-dimensional linear models with measurement errors is challenging.Both the influence of high-dimensional parameters and measurement errors need to be considered to avoid severely biases.We consider the problem of variable selection in error-in-variables and introduce the DCoCoLasso-FDP procedure,a new variable selection method.By constructing the consistent estimator of false discovery proportion(FDP)and false discovery rate(FDR),our method can prioritize the important variables and control FDP and FDR at a specifical level in error-in-variables models.An extensive simulation study is conducted to compare DCoCoLasso-FDP procedure with existing methods in various settings,and numerical results are provided to present the efficiency of our method.
