It depends on which app you are in - and sometimes which part of that app. For example, in the Mail app, you have to manually select each e-mail in order to delete them if you are in the Inbox but you can press a delete all button when you are in the Trash folder. A lot of apps have that select all feature.
But, yes, as a general rule, there is no "cmd+shift" function on the iPad; it seems to be that your selection categories are one at a time or all. Sorry.
Marilyn