FarmTest

swMATH31555CRANFarmTestMaRDI QIDQ43266FDOQ43266

Factor-Adjusted Robust Multiple Testing

Yuan Ke, Wen-xin Zhou, Xiaoou Pan

Last update: 7 September 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.2.0

Source code repository: https://github.com/cran/FarmTest

Cites work

• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
• User-Friendly Covariance Estimation for Heavy-Tailed Distributions

Described by source

• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control

Cited In (7)

• Title not available (Why is that?)
• A multiple testing approach to the regularisation of large sample correlation matrices
• Robust factor number specification for large-dimensional elliptical factor model
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
• Robust high-dimensional factor models with applications to statistical machine learning
• A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models
• Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization

This page was built for software: FarmTest