A generalized knockoff procedure for FDR control in structural change detection (Q6150512)

scientific article; zbMATH DE number 7814000

Language	Label	Description	Also known as
English	A generalized knockoff procedure for FDR control in structural change detection	scientific article; zbMATH DE number 7814000

Statements

instance of

scholarly article

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title

A generalized knockoff procedure for FDR control in structural change detection (English)

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published in

Journal of Econometrics

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publication date

6 March 2024

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full work available at URL

https://arxiv.org/abs/2108.10595

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zbMATH Keywords

structural change detection

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false discovery rate control

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knockoffs

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high dimensional data

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screening

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MaRDI profile type

Publication

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cites work

Change-point detection in high-dimensional covariance structure

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A knockoff filter for high-dimensional selective inference

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Robust inference with knockoffs

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Q4322338

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

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RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs

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Model-Free Feature Screening and FDR Control With Knockoff Features

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Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates

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A selective overview of feature screening for ultrahigh-dimensional data

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The fused Kolmogorov filter: a nonparametric model-free screening method

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The screening and ranking algorithm to detect DNA copy number variations

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Deep Knockoffs

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False discoveries occur early on the Lasso path

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Q3188049

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Q4864293

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Sparsity and Smoothness Via the Fused Lasso

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The solution path of the generalized lasso

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Fused lasso with the adaptation of parameter ordering in combining multiple studies with repeated measurements

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Optimal covariance change point localization in high dimensions

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High-dimensional variable selection

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Q4998879

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Nearly unbiased variable selection under minimax concave penalty

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Q3174050

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One-step sparse estimates in nonconcave penalized likelihood models

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Identifiers

arXiv ID

2108.10595

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Mathematics Subject Classification ID

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10.1016/J.JECONOM.2022.07.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:6150512