Estimation of the False Discovery Proportion with Unknown Dependence (Q5364902)
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scientific article; zbMATH DE number 6783057
Language | Label | Description | Also known as |
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English | Estimation of the False Discovery Proportion with Unknown Dependence |
scientific article; zbMATH DE number 6783057 |
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Estimation of the False Discovery Proportion with Unknown Dependence (English)
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29 September 2017
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approximate factor model
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dependent test statistics
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false discovery proportion
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large-scale multiple testing
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unknown covariance matrix
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