Jiang, Jiming; Nguyen, Thuan; Rao, J. Sunil - In: Statistics & Probability Letters 79 (2009) 5, pp. 625-629
In this short note, we propose a simplified adaptive fence procedure that reduces the computational burden of the adaptive fence procedure proposed by Jiang et al. [Jiang, J., Rao, J.S., Gu, Z., Nguyen, T., 2008. Fence methods for mixed model selection. Ann. Statist. 36, 1669-1692] for mixed...