Variable selection via adaptive false negative control in linear regression (Q2283578): Difference between revisions

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+.07416
@@ Property / arXiv ID: 1804.07416 / rank @@
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+Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
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+Detection of sparse mixtures: higher criticism and scan statistic
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+Controlling the false discovery rate via knockoffs
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+SLOPE-adaptive variable selection via convex optimization
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Confidence intervals for high-dimensional linear regression: minimax rates and adaptivity
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+Optimal Detection of Heterogeneous and Heteroscedastic Mixtures
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+Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
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+Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
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+A strong law of large numbers related to multiple testing normal means
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+High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
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+Higher criticism for detecting sparse heterogeneous mixtures.
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+Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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+Q5624436
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+Sequential Selection Procedures and False Discovery Rate Control
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+Properties of higher criticism under strong dependence
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+Debiasing the Lasso: optimal sample size for Gaussian designs
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+Predictor ranking and false discovery proportion control in high-dimensional regression
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+UPS delivers optimal phase diagram in high-dimensional variable selection
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+Pre-surgical fMRI data analysis using a spatially adaptive conditionally autoregressive model
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+High-dimensional graphs and variable selection with the Lasso
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+Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
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+SLOPE is adaptive to unknown sparsity and asymptotically minimax
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+Q4864293
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Notes on Generating Functions of Polynomials: (2) Hermite Polynomials
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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+W2995098115
@@ Property / OpenAlex ID: W2995098115 / rank @@
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