A stable and adaptive polygenic signal detection method based on repeated sample splitting (Q6490387): Difference between revisions

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+A knockoff filter for high-dimensional selective inference
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+Double/debiased machine learning for treatment and structural parameters
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+False Discovery Rate Control via Data Splitting
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+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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+Pooled association tests for rare genetic variants: a review and some new results
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
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+Tests for High Dimensional Generalized Linear Models
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+Model-Free Conditional Feature Screening with FDR Control
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+Optimality of Graphlet Screening in High Dimensional Variable Selection
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+Linear Hypothesis Testing in Linear Models With High-Dimensional Responses
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+Feature Screening via Distance Correlation Learning
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+Cauchy Combination Test: A Powerful Test With Analytic <i>p</i>-Value Calculation Under Arbitrary Dependency Structures
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+A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies
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+Stability Selection
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+<i>p</i>-Values for High-Dimensional Regression
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+High‐Dimensional Covariance Estimation
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+Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
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+Positive definite estimators of large covariance matrices
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+Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation
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+The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
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+High-dimensional variable selection
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+An Adaptive Test on High-dimensional Parameters in Generalized Linear Models
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+A Simple Two-Sample Test in High Dimensions Based on <i>L</i><sup>2</sup>-Norm
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+On set‐based association tests: Insights from a regression using summary statistics
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+Tests for High-Dimensional Regression Coefficients With Factorial Designs
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+Consistent selection of the number of change-points via sample-splitting
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+Regularization and Variable Selection Via the Elastic Net
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