A generalized knockoff procedure for FDR control in structural change detection

DOI10.1016/j.jeconom.2022.07.008arXiv2108.10595OpenAlexW3194311807MaRDI QIDQ6150512

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Publication date: 6 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.10595

zbMATH Keywords

screeninghigh dimensional dataknockoffsfalse discovery rate controlstructural change detection

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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