On-line control of false discovery rates for multiple datastreams
DOI10.1016/J.JSPI.2017.10.006zbMATH Open1392.62345OpenAlexW2766204085MaRDI QIDQ680387FDOQ680387
Authors: Lilun Du, Changliang Zou
Publication date: 23 January 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.10.006
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statistical process controlhigh dimensional dataFDRfalse discovery ratesEWMAweak dependence structure
Applications of statistics in engineering and industry; control charts (62P30) Paired and multiple comparisons; multiple testing (62J15)
Cites Work
- Title not available (Why is that?)
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements
- Efficient scalable schemes for monitoring a large number of data streams
- The control of the false discovery rate in multiple testing under dependency.
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Probability. Theory and examples.
- Sequential multi-sensor change-point detection
- An approach to the probability distribution of cusum run length
- Multivariate sign-based high-dimensional tests for sphericity
- Strong laws of large numbers for weakly correlated random variables
- Single-index modulated multiple testing
- Multivariate statistical process control using Lasso
- A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
- Non-restarting cumulative sum charts and control of the false discovery rate
Cited In (6)
- Knockoff procedure for false discovery rate control in high-dimensional data streams
- A Diagnostic Procedure for High-Dimensional Data Streams via Missed Discovery Rate Control
- A process monitoring scheme controlling false discovery rate
- Joint Diagnosis of High-Dimensional Process Mean and Covariance Matrix based on Bayesian Model Selection
- False discovery rate approach to dynamic change detection
- Structure–Adaptive Sequential Testing for Online False Discovery Rate Control
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