Pages that link to "Item:Q4648544"
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The following pages link to Estimating False Discovery Proportion Under Arbitrary Covariance Dependence (Q4648544):
Displayed 16 items.
- Bayesian variable selection via a benchmark in normal linear models (Q5880065) (← links)
- Detection of Local Differences in Spatial Characteristics Between Two Spatiotemporal Random Fields (Q5881085) (← links)
- A Bottom-Up Approach to Testing Hypotheses That Have a Branching Tree Dependence Structure, With Error Rate Control (Q5885092) (← links)
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (Q5963502) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- Constructing confidence intervals for selected parameters (Q6047746) (← links)
- False discovery rate approach to dynamic change detection (Q6051082) (← links)
- Screening-assisted dynamic multiple testing with false discovery rate control (Q6076829) (← links)
- Threshold Selection in Feature Screening for Error Rate Control (Q6077570) (← links)
- Controlling False Discovery Rate Using Gaussian Mirrors (Q6107203) (← links)
- Skilled Mutual Fund Selection: False Discovery Control Under Dependence (Q6149869) (← links)
- A One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual Fund Selection (Q6150363) (← links)
- Estimating the proportion of signal variables under arbitrary covariance dependence (Q6158210) (← links)
- Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model (Q6178583) (← links)
- Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)
