Oracle P-values and variable screening

DOI10.1214/17-EJS1284MaRDI QIDQ2408236zbMATH OpenOpenAlexFDO

Authors Ning Hao, Hao Helen Zhang

Publication date 12 October 2017

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1506931546

zbMATH Keywords

false discovery ratehigh dimensional datainferenceP-valuevariable selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Linear regression; mixed models (62J05) Paired and multiple comparisons; multiple testing (62J15)

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Cited in

(2)

• \(p\)-values for high-dimensional regression
• Threshold Selection in Feature Screening for Error Rate Control

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