A factor model approach to multiple testing under dependence
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- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- Robust high-dimensional factor models with applications to statistical machine learning
- Distributions associated with simultaneous multiple hypothesis testing
- Automated and distributed statistical analysis of economic agent-based models
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
- Variational discriminant analysis with variable selection
- Robust inference via multiplier bootstrap
- False discovery variance reduction in large scale simultaneous hypothesis tests
- FAMT
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
- Multiple testing under dependence via graphical models
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Stability of feature selection in classification issues for high-dimensional correlated data
- Estimating minimum effect with outlier selection
- Detecting weak signals in high dimensions
- A general framework for multiple testing dependence
- Sparse factor model for co-expression networks with an application using prior biological knowledge
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- False discovery rates for large-scale model checking under certain dependence
- Estimating false discovery proportion under arbitrary covariance dependence
- Comment: FDP vs FDR and the Effect of Conditioning
- Integrating prior knowledge in multiple testing under dependence with applications to detecting differential DNA methylation
- Cross-dimensional inference of dependent high-dimensional data
- F-test and z-test for high-dimensional regression models with a factor structure
- Nonparametric estimation of functional dynamic factor model
- A statistical methodology to select covariates in high-dimensional data under dependence. Application to the classification of genetic profiles in oncology
- Unifying and generalizing methods for removing unwanted variation based on negative controls
- Farmtest: factor-adjusted robust multiple testing with approximate false discovery control
- Estimation of false discovery proportion in multiple testing: from normal to chi-squared test statistics
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- Estimation of the false discovery proportion with unknown dependence
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
- Projected principal component analysis in factor models
- A Statistical Test to Reject the Structural interpretation of a Latent Factor Model
- Constructing confidence intervals for selected parameters
- Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
- Covariate-modulated large-scale multiple testing under dependence
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model
- Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry
- Multiple hypothesis testing for variable selection
- Safety signal detection with control of latent factors
- Multiple multi-sample testing under arbitrary covariance dependency
- A model-based multithreshold method for subgroup identification
- A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
- Robust mutual fund selection with false discovery rate control
- Nonlinear network-based quantitative trait prediction from biological data
- Higher-Order Accurate Two-Sample Network Inference and Network Hashing
- Inference for Low-Rank Models Without Estimating the Rank
- Estimates of the false discovery proportion with positive correlation for independent data
- Exact and asymptotic tests on a factor model in low and large dimensions with applications
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