Pages that link to "Item:Q4648544"

The following pages link to Estimating False Discovery Proportion Under Arbitrary Covariance Dependence (Q4648544):

Displaying 24 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)
• Controlling False Discovery Rate Using Gaussian Mirrors (Q6107203) (← 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)
• CoxKnockoff: controlled feature selection for the Cox model using knockoffs (Q6548861) (← links)
• Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry (Q6550303) (← links)
• Activation discovery with FDR control: application to fMRI data (Q6593379) (← links)
• Mutual influence regression model (Q6593384) (← links)
• Overview of research advance for knockoff methods (Q6615097) (← links)
• Homogeneity and Structure Identification in Semiparametric Factor Models (Q6620862) (← links)
• Testing Alphas in Conditional Time-Varying Factor Models With High-Dimensional Assets (Q6626296) (← links)
• Multiple multi-sample testing under arbitrary covariance dependency (Q6626816) (← links)
• Bayes estimate of primary threshold in clusterwise functional magnetic resonance imaging inferences (Q6628254) (← links)
• A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection (Q6634849) (← links)
• A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models (Q6651390) (← links)