Pages that link to "Item:Q5378361"
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The following pages link to Sequential Selection Procedures and False Discovery Rate Control (Q5378361):
Displayed 27 items.
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Smaller $p$-values via indirect information (Q141438) (← links)
- Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem (Q312068) (← links)
- Automated selection of \(r\) for the \(r\) largest order statistics approach with adjustment for sequential testing (Q1703831) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Efficient test-based variable selection for high-dimensional linear models (Q1749977) (← links)
- Online rules for control of false discovery rate and false discovery exceedance (Q1750278) (← links)
- Simultaneous high-probability bounds on the false discovery proportion in structured, regression and online settings (Q1996778) (← links)
- Model selection with mixed variables on the Lasso path (Q2040668) (← links)
- On the power of some sequential multiple testing procedures (Q2042435) (← links)
- Optimal false discovery rate control for large scale multiple testing with auxiliary information (Q2131256) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
- Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
- A knockoff filter for high-dimensional selective inference (Q2328050) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- Time series graphical Lasso and sparse VAR estimation (Q2674503) (← links)
- Multiple Testing with the Structure-Adaptive Benjamini–Hochberg Algorithm (Q3120100) (← links)
- Dynamic linear seasonal models applied to extreme temperature data: a Bayesian approach using the <i>r</i>-larger order statistics distribution (Q3390581) (← links)
- Forward-Backward Selection with Early Dropping (Q4633015) (← links)
- False discovery rates for large-scale model checking under certain dependence (Q4638683) (← links)
- (Q4998911) (← links)
- Extreme tail risk estimation with the generalized Pareto distribution under the peaks-over-threshold framework (Q5085614) (← links)
- A Sequential Significance Test for Treatment by Covariate Interactions (Q5155191) (← links)
- Simple expressions of the LASSO and SLOPE estimators in low-dimension (Q5222210) (← links)
- Spatial autocorrelation and unorthodox random 4 variables: the uniform distribution (Q6066374) (← links)
- A generalized knockoff procedure for FDR control in structural change detection (Q6150512) (← links)