FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
From MaRDI portal
Publication:5208092
DOI10.1080/01621459.2018.1527700zbMath1428.62345arXiv1711.05386OpenAlexW2963426032WikidataQ100504105 ScholiaQ100504105MaRDI QIDQ5208092
Yuan Ke, Wen-Xin Zhou, Qiang Sun, Jianqing Fan
Publication date: 15 January 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.05386
Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Paired and multiple comparisons; multiple testing (62J15)
Related Items (15)
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors ⋮ High-dimensional two-sample mean vectors test and support recovery with factor adjustment ⋮ Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications ⋮ Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data ⋮ Unnamed Item ⋮ Skilled Mutual Fund Selection: False Discovery Control Under Dependence ⋮ A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model ⋮ Robust high-dimensional tuning free multiple testing ⋮ Posterior consistency of factor dimensionality in high-dimensional sparse factor models ⋮ Robust projected principal component analysis for large-dimensional semiparametric factor modeling ⋮ Model-Free Feature Screening and FDR Control With Knockoff Features ⋮ Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization ⋮ Robust factor number specification for large-dimensional elliptical factor model ⋮ Robust high-dimensional factor models with applications to statistical machine learning ⋮ FarmTest
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
- Factor modeling for high-dimensional time series: inference for the number of factors
- On the Benjamini-Hochberg method
- Statistical analysis of factor models of high dimension
- Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control
- Asymptotics of the principal components estimator of large factor models with weakly influential factors
- Robustness of multiple testing procedures against dependence
- The analysis of gene expression data. Methods and software
- Confounder adjustment in multiple hypothesis testing
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- The control of the false discovery rate in multiple testing under dependency.
- A stochastic process approach to false discovery control.
- Challenging the empirical mean and empirical variance: a deviation study
- Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries
- Asymptotics of empirical eigenstructure for high dimensional spiked covariance
- On the performance of FDR control: constraints and a partial solution
- On false discovery control under dependence
- Generalizations of the familywise error rate
- The statistics and mathematics of high dimension low sample size asymptotics
- Eigenvalue Ratio Test for the Number of Factors
- Adaptive FDR control under independence and dependence
- Large-Scale Multiple Testing under Dependence
- A general framework for multiple testing dependence
- A Factor Model Approach to Multiple Testing Under Dependence
- The effect of correlation in false discovery rate estimation
- Adaptive Huber Regression
- Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators
- Forecasting Using Principal Components From a Large Number of Predictors
- Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s t-Statistic
- High-Dimensional Probability
- Empirical properties of asset returns: stylized facts and statistical issues
- Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- A Direct Approach to False Discovery Rates
- Cross-Dimensional Inference of Dependent High-Dimensional Data
- Correlated z-Values and the Accuracy of Large-Scale Statistical Estimates
- A useful variant of the Davis–Kahan theorem for statisticians
- Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
- Correlation and Large-Scale Simultaneous Significance Testing
- Variance of the Number of False Discoveries
- Estimation of the False Discovery Proportion with Unknown Dependence
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Inferential Theory for Factor Models of Large Dimensions
- Estimating the Proportion of True Null Hypotheses, with application to DNA Microarray Data
- Determining the Number of Factors in Approximate Factor Models
- Robust Estimation of a Location Parameter
- Error Distribution for Gene Expression Data
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements
This page was built for publication: FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control