FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092)

scientific article; zbMATH DE number 7151269

Language	Label	Description	Also known as
English	FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control	scientific article; zbMATH DE number 7151269

Statements

instance of

scholarly article

0 references

title

FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (English)

0 references

0 references

0 references

0 references

0 references

Journal of the American Statistical Association

0 references

publication date

15 January 2020

0 references

full work available at URL

https://arxiv.org/abs/1711.05386

0 references

https://escholarship.org/uc/item/1s26z4f3

0 references

zbMATH Keywords

factor adjustment

0 references

false discovery proportion

0 references

Huber loss

0 references

large-scale multiple testing

0 references

robustness

0 references

describes a project that uses

SAM

0 references

FAMT

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Eigenvalue Ratio Test for the Number of Factors

0 references

Inferential Theory for Factor Models of Large Dimensions

0 references

Statistical analysis of factor models of high dimension

0 references

Determining the Number of Factors in Approximate Factor Models

0 references

Q4322338

0 references

The control of the false discovery rate in multiple testing under dependency.

0 references

Adaptive FDR control under independence and dependence

0 references

Challenging the empirical mean and empirical variance: a deviation study

0 references

On the performance of FDR control: constraints and a partial solution

0 references

Robustness of multiple testing procedures against dependence

0 references

Empirical properties of asset returns: stylized facts and statistical issues

0 references

Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s <i>t</i>-Statistic

0 references

Cross-Dimensional Inference of Dependent High-Dimensional Data

0 references

Correlation and Large-Scale Simultaneous Significance Testing

0 references

Estimation of the False Discovery Proportion with Unknown Dependence

0 references

Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

0 references

Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions

0 references

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

0 references

On the Benjamini-Hochberg method

0 references

A Factor Model Approach to Multiple Testing Under Dependence

0 references

A stochastic process approach to false discovery control.

0 references

Robust Estimation of a Location Parameter

0 references

Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators

0 references

Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons

0 references

Factor modeling for high-dimensional time series: inference for the number of factors

0 references

Estimating the Proportion of True Null Hypotheses, with application to DNA Microarray Data

0 references

Q5664695

0 references

A general framework for multiple testing dependence

0 references

Generalizations of the familywise error rate

0 references

Phase transition and regularized bootstrap in large-scale \(t\)-tests with false discovery rate control

0 references

Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses

0 references

Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries

0 references

Asymptotics of the principal components estimator of large factor models with weakly influential factors

0 references

Variance of the Number of False Discoveries

0 references

Error Distribution for Gene Expression Data

0 references

The effect of correlation in false discovery rate estimation

0 references

The statistics and mathematics of high dimension low sample size asymptotics

0 references

Large-Scale Multiple Testing under Dependence

0 references

Adaptive Huber Regression

0 references

Forecasting Using Principal Components From a Large Number of Predictors

0 references

A Direct Approach to False Discovery Rates

0 references

Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach

0 references

The analysis of gene expression data. Methods and software

0 references

High-Dimensional Probability

0 references

Confounder adjustment in multiple hypothesis testing

0 references

Asymptotics of empirical eigenstructure for high dimensional spiked covariance

0 references

On false discovery control under dependence

0 references

A useful variant of the Davis–Kahan theorem for statisticians

0 references

A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing

0 references

Identifiers

zbMATH Open document ID

1428.62345

0 references

DOI

10.1080/01621459.2018.1527700

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5208092