DOI10.1080/01621459.2012.720478zbMath1395.62219arXiv1010.6056OpenAlexW2112659545WikidataQ38712517 ScholiaQ38712517MaRDI QIDQ4648544
Weijie Gu, X. Han, Jianqing Fan
Publication date: 9 November 2012
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.6056
Bayesian variable selection via a benchmark in normal linear models,
Detection of Local Differences in Spatial Characteristics Between Two Spatiotemporal Random Fields,
A Bottom-Up Approach to Testing Hypotheses That Have a Branching Tree Dependence Structure, With Error Rate Control,
High-dimensional two-sample mean vectors test and support recovery with factor adjustment,
False discovery rate control with unknown null distribution: is it possible to mimic the oracle?,
SLOPE is adaptive to unknown sparsity and asymptotically minimax,
Testing a single regression coefficient in high dimensional linear models,
FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control,
Efficient Signal Inclusion With Genomic Applications,
Estimating minimum effect with outlier selection,
Mixed directional false discovery rate control in multiple pairwise comparisons using weightedp-values,
Tests for Coefficients in High-dimensional Additive Hazard Models,
Predictor ranking and false discovery proportion control in high-dimensional regression,
Constructing confidence intervals for selected parameters,
False discovery rate approach to dynamic change detection,
Screening-assisted dynamic multiple testing with false discovery rate control,
Threshold Selection in Feature Screening for Error Rate Control,
Controlling False Discovery Rate Using Gaussian Mirrors,
Variable selection procedures from multiple testing,
Multiple test functions and adjusted \(p\)-values for test statistics with discrete distributions,
Testing of high dimensional mean vectors via approximate factor model,
Post hoc confidence bounds on false positives using reference families,
Robust inference via multiplier bootstrap,
Skilled Mutual Fund Selection: False Discovery Control Under Dependence,
A One-Sided Refined Symmetrized Data Aggregation Approach to Robust Mutual Fund Selection,
Estimating the proportion of signal variables under arbitrary covariance dependence,
Testing covariates in high dimension linear regression with latent factors,
Change-point testing for parallel data sets with FDR control,
A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model,
Posterior consistency of factor dimensionality in high-dimensional sparse factor models,
Estimating false discovery proportion in multiple comparison under dependency,
A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions,
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization,
Single-index modulated multiple testing,
Non-marginal decisions: a novel Bayesian multiple testing procedure,
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification,
IPAD: Stable Interpretable Forecasting with Knockoffs Inference,
False discovery rates for large-scale model checking under certain dependence,
RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs,
Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures,
On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data,
False discovery variance reduction in large scale simultaneous hypothesis tests,
A strong law of large numbers related to multiple testing normal means,
Testing against constant factor loading matrix with large panel high-frequency data,
Diagonally Dominant Principal Component Analysis,
Detecting and testing altered brain connectivity networks with \(k\)-partite network topology,
Sufficient forecasting using factor models,
Variable selection via adaptive false negative control in linear regression,
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing,
Projected principal component analysis in factor models,
Robust high-dimensional factor models with applications to statistical machine learning,
False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation,
Smaller $p$-values via indirect information,
Empirical Bayes analysis of RNA sequencing experiments with auxiliary information,
A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing,
Exact and asymptotic tests on a factor model in low and large dimensions with applications,
Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix,
Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence,
Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data,
Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models,
Interpretable High-Dimensional Inference Via Score Projection With an Application in Neuroimaging,
Reproducible feature selection in high-dimensional accelerated failure time models,
Reproducible learning in large-scale graphical models,
Conditional calibration for false discovery rate control under dependence,
New procedures controlling the false discovery proportion via Romano-Wolf's heuristic,
New multiple testing method under no dependency assumption, with application to multiple comparisons problem