A factor model approach to multiple testing under dependence
DOI10.1198/JASA.2009.TM08332zbMATH Open1205.62071OpenAlexW2005494216MaRDI QIDQ3069876FDOQ3069876
Authors: Chloé Friguet, Maela Kloareg, David Causeur
Publication date: 1 February 2011
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.tm08332
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Factor analysis and principal components; correspondence analysis (62H25) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)
Cited In (46)
- A statistical methodology to select covariates in high-dimensional data under dependence. Application to the classification of genetic profiles in oncology
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- Estimating minimum effect with outlier selection
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle?
- Multiple hypothesis testing for variable selection
- Comment: FDP vs FDR and the Effect of Conditioning
- Stability of feature selection in classification issues for high-dimensional correlated data
- Detecting weak signals in high dimensions
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing
- A testing based approach to the discovery of differentially correlated variable sets
- Estimation of the proportion of true null hypotheses in high-dimensional data under dependence
- Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls
- A Statistical Test to Reject the Structural interpretation of a Latent Factor Model
- False discovery rates for large-scale model checking under certain dependence
- Distributions associated with simultaneous multiple hypothesis testing
- Sparse factor model for co-expression networks with an application using prior biological knowledge
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model
- Constructing confidence intervals for selected parameters
- Exact and asymptotic tests on a factor model in low and large dimensions with applications
- Robust high-dimensional factor models with applications to statistical machine learning
- Safety signal detection with control of latent factors
- A model-based multithreshold method for subgroup identification
- Multiple multi-sample testing under arbitrary covariance dependency
- FAMT
- Robust inference via multiplier bootstrap
- A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
- Accounting for time dependence in large-scale multiple testing of event-related potential data
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
- Factor-adjusted multiple testing of correlations
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Nonparametric estimation of functional dynamic factor model
- F-test and z-test for high-dimensional regression models with a factor structure
- Cross-dimensional inference of dependent high-dimensional data
- Estimating false discovery proportion in multiple comparison under dependency
- Covariate-modulated large-scale multiple testing under dependence
- Projected principal component analysis in factor models
- A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation
- Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry
- Integrating prior knowledge in multiple testing under dependence with applications to detecting differential DNA methylation
- Identifying Effects of Multiple Treatments in the Presence of Unmeasured Confounding
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data
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