Pages that link to "Item:Q2962172"

The following pages link to A general framework for multiple testing dependence (Q2962172):

Displaying 45 items.

• Sufficient forecasting using factor models (Q75240) (← links)
• Bi-cross-validation for factor analysis (Q104117) (← links)
• False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
• Accounting for time dependence in large-scale multiple testing of event-related potential data (Q141875) (← links)
• Detecting weak signals in high dimensions (Q272081) (← links)
• Sparse factor model for co-expression networks with an application using prior biological knowledge (Q306641) (← links)
• On improving some adaptive BH procedures controlling the FDR under dependence (Q384261) (← links)
• A new user specific multiple testing method for business applications: the SiMaFlex procedure (Q830741) (← links)
• Estimation of the proportion of true null hypotheses in high-dimensional data under dependence (Q1658319) (← links)
• Consistency of large dimensional sample covariance matrix under weak dependence (Q1731211) (← links)
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
• Multiple hypothesis testing adjusted for latent variables, with an application to the AGEMAP gene expression data (Q1940010) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
• False discovery rate control with unknown null distribution: is it possible to mimic the oracle? (Q2131267) (← links)
• Contrastive latent variable modeling with application to case-control sequencing experiments (Q2170381) (← links)
• Estimation and inference in metabolomics with nonrandom missing data and latent factors (Q2194466) (← links)
• Permutation methods for factor analysis and PCA (Q2215761) (← links)
• False discovery variance reduction in large scale simultaneous hypothesis tests (Q2241618) (← links)
• New procedures controlling the false discovery proportion via Romano-Wolf's heuristic (Q2352738) (← links)
• Multiple testing via \(\mathrm{FDR}_L\) for large-scale imaging data (Q2429942) (← links)
• Stability of feature selection in classification issues for high-dimensional correlated data (Q2628882) (← links)
• Estimating minimum effect with outlier selection (Q2656596) (← links)
• LOPSIDED REASONING ON LOPSIDED TESTS AND MULTIPLE COMPARISONS (Q2802780) (← links)
• Selection of Latent Variables for Multiple Mixed-outcome Models (Q2932774) (← links)
• Asymptotic Conditional Singular Value Decomposition for High-Dimensional Genomic Data (Q3013964) (← links)
• Deterministic Parallel Analysis: An Improved Method for Selecting Factors and Principal Components (Q3120105) (← links)
• An overview of recent developments in genomics and associated statistical methods (Q3559948) (← links)
• False Discovery Rate Smoothing (Q4559697) (← links)
• Estimating false discovery proportion in multiple comparison under dependency (Q4607329) (← links)
• False discovery rates for large-scale model checking under certain dependence (Q4638683) (← links)
• Estimating False Discovery Proportion Under Arbitrary Covariance Dependence (Q4648544) (← links)
• Integrating Prior Knowledge in Multiple Testing under Dependence with Applications to Detecting Differential DNA Methylation (Q4649054) (← links)
• Cross-Dimensional Inference of Dependent High-Dimensional Data (Q4916447) (← links)
• (Q4969180) (← links)
• Diagonally Dominant Principal Component Analysis (Q5066006) (← links)
• Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls (Q5155179) (← links)
• On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data (Q5155183) (← links)
• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
• Sparse Covariance Matrix Estimation by DCA-Based Algorithms (Q5380866) (← links)
• Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
• Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data (Q5881079) (← links)
• Projected principal component analysis in factor models (Q5963521) (← links)
• Cellwise outlier detection with false discovery rate control (Q6059406) (← links)
• Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918) (← links)