A Factor Model Approach to Multiple Testing Under Dependence

From MaRDI portal
Revision as of 21:47, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3069876

DOI10.1198/jasa.2009.tm08332zbMath1205.62071OpenAlexW2005494216MaRDI QIDQ3069876

David Causeur, Chloé Friguet, Maela Kloareg

Publication date: 1 February 2011

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.tm08332




Related Items (36)

Detecting weak signals in high dimensionsF-test and z-test for high-dimensional regression models with a factor structureA testing based approach to the discovery of differentially correlated variable setsFalse discovery rate control with unknown null distribution: is it possible to mimic the oracle?Stability of feature selection in classification issues for high-dimensional correlated dataNonparametric estimation of functional dynamic factor modelSparse factor model for co-expression networks with an application using prior biological knowledgeFarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery ControlEstimation of the proportion of true null hypotheses in high-dimensional data under dependenceEstimating minimum effect with outlier selectionA statistical methodology to select covariates in high-dimensional data under dependence. Application to the classification of genetic profiles in oncologyPredictor ranking and false discovery proportion control in high-dimensional regressionConstructing confidence intervals for selected parametersIdentifying Effects of Multiple Treatments in the Presence of Unmeasured ConfoundingLarge-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric DataVariational discriminant analysis with variable selectionRobust inference via multiplier bootstrapA central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor modelEstimating false discovery proportion in multiple comparison under dependencyFalse discovery rates for large-scale model checking under certain dependenceUnifying and Generalizing Methods for Removing Unwanted Variation Based on Negative ControlsEstimating False Discovery Proportion Under Arbitrary Covariance DependenceComment: FDP vs FDR and the Effect of ConditioningIntegrating Prior Knowledge in Multiple Testing under Dependence with Applications to Detecting Differential DNA MethylationCross-Dimensional Inference of Dependent High-Dimensional DataOn empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testingProjected principal component analysis in factor modelsRobust high-dimensional factor models with applications to statistical machine learningFalse Discovery Rate Control Under General Dependence By Symmetrized Data AggregationDistributions associated with simultaneous multiple hypothesis testingAccounting for time dependence in large-scale multiple testing of event-related potential dataA new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testingExact and asymptotic tests on a factor model in low and large dimensions with applicationsFAMTAutomated and distributed statistical analysis of economic agent-based modelsNew procedures controlling the false discovery proportion via Romano-Wolf's heuristic




This page was built for publication: A Factor Model Approach to Multiple Testing Under Dependence