Cited in
(24)- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
- Stability of feature selection in classification issues for high-dimensional correlated data
- On sensitivity value of pair-matched observational studies
- Deterministic parallel analysis: an improved method for selecting factors and principal components
- Adaptive estimation in multivariate response regression with hidden variables
- Large-scale multiple inference of collective dependence with applications to protein function
- Sparse factor model for co-expression networks with an application using prior biological knowledge
- FAMT
- SPECTRODE
- LEA
- ERP
- FarmTest
- Eigenstrat
- OptShrink
- cate
- ruv
- CRASP
- jointseg
- DDL
- lfmm
- Accounting for time dependence in large-scale multiple testing of event-related potential data
- Unifying and generalizing methods for removing unwanted variation based on negative controls
- Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data
- Doubly debiased Lasso: high-dimensional inference under hidden confounding
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