Estimating the false discovery rate of variable selection
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Cites work
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- A Direct Approach to False Discovery Rates
- A Multiple Comparison Procedure for Comparing Several Treatments with a Control
- Conditional calibration for false discovery rate control under dependence
- Conditional Expectation and Unbiased Sequential Estimation
- Controlling the false discovery rate via knockoffs
- Fast exact conformalization of the Lasso using piecewise linear homotopy
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3063453 (Why is no real title available?)
- scientific article; zbMATH DE number 3106666 (Why is no real title available?)
- Least angle regression. (With discussion)
- Model selection and estimation in the Gaussian graphical model
- Multiple testing and error control in Gaussian graphical model selection
- Multiple testing for exploratory research
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Regularization and Variable Selection Via the Elastic Net
- Relaxing the assumptions of knockoffs by conditioning
- Sparse inverse covariance estimation with the graphical lasso
- The control of the false discovery rate in multiple testing under dependency.
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