FarmTest

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Factor-Adjusted Robust Multiple Testing

Yuan Ke, Wen-xin Zhou, Xiaoou Pan

Last update: 7 September 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.2.0

Official website: https://cran.r-project.org/web/packages/FarmTest/index.html

Source code repository: https://github.com/cran/FarmTest

Cites work

• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
• User-Friendly Covariance Estimation for Heavy-Tailed Distributions

Described by source

• Farmtest: factor-adjusted robust multiple testing with approximate false discovery control

Cited In (15)

• Knockpy
• Noisy matrix completion: understanding statistical guarantees for convex relaxation via nonconvex optimization
• Title not available (Why is that?)
• A multiple testing approach to the regularisation of large sample correlation matrices
• Robust factor number specification for large-dimensional elliptical factor model
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
• Robust high-dimensional factor models with applications to statistical machine learning
• MNM
• SAM
• FAMT
• leapp
• multivariance
• pgraph
• A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
• jointseg

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