Controlling the false discovery rate via knockoffs

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DOI10.1214/15-AOS1337zbMath1327.62082arXiv1404.5609OpenAlexW3102479286MaRDI QIDQ888503

Emmanuel J. Candès, Rina Foygel Barber

Publication date: 30 October 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5609

zbMATH Keywords

variable selection Lasso false discovery rate (FDR)martingale theory sequential hypothesis testing permutation methods

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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Uses Software

covTest

Cites Work

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