Admissible, consistent multiple testing with applications including variable selection

Chuanwen Chen, Arthur Cohen, Harold B. Sackrowitz

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


For multivariate normal models and some exponential family models a multiple testing stepwise method is offered that is both admissible and consistent. The method is readily adaptable to selecting variables in linear regression models where it is akin to the forward selection method plus a screening stage plus a sign compatibility stage.

Original languageEnglish (US)
Pages (from-to)633-650
Number of pages18
JournalElectronic Journal of Statistics
StatePublished - 2009

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


  • Backward method
  • Exponential family
  • Forward method
  • Linear regression
  • Step-down procedures
  • Step-up procedures
  • Variable selection


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