Adjusting the Benjamini–Hochberg method for controlling the false discovery rate in knockoff-assisted variable selection

DOI10.1093/BIOMET/ASAB066MaRDI QIDQ5872856zbMATH OpenOpenAlexWikidataFDO

Authors Cheng Yong Tang, Sanat K. Sarkar

Publication date 4 January 2023

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.09080

zbMATH Keywords

variable selectionfalse discovery ratemultiple testingknockoff

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(5)

• Robust inference with knockoffs
• Overview of research advance for knockoff methods
• Discussion of “A Scale-Free Approach for False Discovery Rate Control in Generalized Linear Models” by Chenguang Dai, Buyu Lin, Xin Xing, and Jun S. Liu
• On optimality of the Benjamini-Hochberg procedure for the false discovery rate
• CoxKnockoff: controlled feature selection for the Cox model using knockoffs

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