Pages that link to "Item:Q3069876"
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The following pages link to A Factor Model Approach to Multiple Testing Under Dependence (Q3069876):
Displaying 41 items.
- FAMT (Q23073) (← 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)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- A testing based approach to the discovery of differentially correlated variable sets (Q1624840) (← links)
- Estimation of the proportion of true null hypotheses in high-dimensional data under dependence (Q1658319) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Distributions associated with simultaneous multiple hypothesis testing (Q2040901) (← links)
- Automated and distributed statistical analysis of economic agent-based models (Q2097979) (← links)
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle? (Q2131267) (← links)
- Variational discriminant analysis with variable selection (Q2195837) (← links)
- Robust inference via multiplier bootstrap (Q2196240) (← links)
- New procedures controlling the false discovery proportion via Romano-Wolf's heuristic (Q2352738) (← links)
- Predictor ranking and false discovery proportion control in high-dimensional regression (Q2418511) (← links)
- Stability of feature selection in classification issues for high-dimensional correlated data (Q2628882) (← links)
- Estimating minimum effect with outlier selection (Q2656596) (← 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)
- Comment: FDP vs FDR and the Effect of Conditioning (Q4648547) (← 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)
- <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
- Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
- A statistical methodology to select covariates in high-dimensional data under dependence. Application to the classification of genetic profiles in oncology (Q5085654) (← links)
- Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls (Q5155179) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing (Q5963502) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- Constructing confidence intervals for selected parameters (Q6047746) (← links)
- Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
- A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model (Q6178583) (← links)
- Multiple two-sample testing under arbitrary covariance dependency with an application in imaging mass spectrometry (Q6550303) (← links)
- Multiple hypothesis testing for variable selection (Q6569948) (← links)
- Safety signal detection with control of latent factors (Q6618424) (← links)
- Multiple multi-sample testing under arbitrary covariance dependency (Q6626816) (← links)
- A model-based multithreshold method for subgroup identification (Q6627149) (← links)
- A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection (Q6634849) (← links)
