Rotation-based multiple testing in the multivariate linear model
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Publication:3465373
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Cites work
- scientific article; zbMATH DE number 5361932 (Why is no real title available?)
- A Note on Controlling the Number of False Positives
- A note on left-spherically distributed test with covariates
- A rotation test to verify latent structure
- Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence
- Confounding and collapsibility in causal inference
- Control of generalized error rates in multiple testing
- Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
- False Discovery Control for Multiple Tests of Association Under General Dependence
- Multivariate permutation tests
- Probabilistic Symmetries and Invariance Principles
- Search for relevant sets of variables in a high‐dimensional setup keeping the familywise error rate
- Some matrix-variate distribution theory: Notational considerations and a Bayesian application
- Testing Statistical Hypotheses
- The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
- The sequential rejection principle of familywise error control
- Transformations which preserve exchangeability and application to permutation tests
Cited in
(10)- False discovery proportion estimation by permutations: confidence for significance analysis of microarrays
- Subspace rotations for high-dimensional outlier detection
- A rotation test to verify latent structure
- Exact testing with random permutations
- Permutation-based true discovery proportions for functional magnetic resonance imaging cluster analysis
- Another Look at the Lady Tasting Tea and Differences Between Permutation Tests and Randomisation Tests
- Robin Hood: a cost-efficient two-stage approach to large-scale simultaneous inference with non-homogeneous sparse effects
- Nonparametric tests for semiparametric regression models
- Some first inferential tools for spatial regression with differential regularization
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion
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