False discovery control for penalized variable selections with high-dimensional covariates
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Publication:2324959
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Cites work
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- Estimation and accuracy after model selection
- Evaluating Prediction Rules fort-Year Survivors With Censored Regression Models
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- Microarrays, empirical Bayes and the two-groups model
- Regularization and Variable Selection Via the Elastic Net
- Significance analysis of microarrays applied to the ionizing radiation response
- Stability selection. With discussion and authors' reply
- Statistics for high-dimensional data. Methods, theory and applications.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
Cited in
(9)- Controlling the false discovery rate for latent factors via unit-rank deflation
- Variable selection via adaptive false negative control in linear regression
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Variable selection via combined penalization for high-dimensional data analysis
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Marginal false discovery rate control for likelihood‐based penalized regression models
- Controlling Variable Selection by the Addition of Pseudovariables
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Controlling False Discovery Rate Using Gaussian Mirrors
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