Pages that link to "Item:Q4648544"
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The following pages link to Estimating False Discovery Proportion Under Arbitrary Covariance Dependence (Q4648544):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation (Q139626) (← links)
- Smaller $p$-values via indirect information (Q141438) (← links)
- New multiple testing method under no dependency assumption, with application to multiple comparisons problem (Q259674) (← links)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax (Q292875) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- Single-index modulated multiple testing (Q464181) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Multiple test functions and adjusted \(p\)-values for test statistics with discrete distributions (Q897619) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
- Non-marginal decisions: a novel Bayesian multiple testing procedure (Q1722066) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- A strong law of large numbers related to multiple testing normal means (Q1987677) (← links)
- Detecting and testing altered brain connectivity networks with \(k\)-partite network topology (Q2008002) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence (Q2045650) (← links)
- Reproducible feature selection in high-dimensional accelerated failure time models (Q2070645) (← links)
- Reproducible learning in large-scale graphical models (Q2078577) (← links)
- Conditional calibration for false discovery rate control under dependence (Q2112799) (← links)
- False discovery rate control with unknown null distribution: is it possible to mimic the oracle? (Q2131267) (← links)
- Post hoc confidence bounds on false positives using reference families (Q2196220) (← links)
- Robust inference via multiplier bootstrap (Q2196240) (← links)
- A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions (Q2216978) (← links)
- Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification (Q2230874) (← links)
- False discovery variance reduction in large scale simultaneous hypothesis tests (Q2241618) (← links)
- Variable selection via adaptive false negative control in linear regression (Q2283578) (← links)
- Empirical Bayes analysis of RNA sequencing experiments with auxiliary information (Q2291530) (← 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)
- Variable selection procedures from multiple testing (Q2423858) (← links)
- Estimating minimum effect with outlier selection (Q2656596) (← links)
- Mixed directional false discovery rate control in multiple pairwise comparisons using weighted<i>p</i>-values (Q2938312) (← links)
- Tests for Coefficients in High-dimensional Additive Hazard Models (Q2949866) (← links)
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs (Q3304859) (← links)
- Cauchy Combination Test: A Powerful Test With Analytic <i>p</i>-Value Calculation Under Arbitrary Dependency Structures (Q3304861) (← links)
- Asymptotics for the systematic and idiosyncratic volatility with large dimensional high-frequency data (Q3387056) (← 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)
- Testing for Inequality Constraints in Singular Models by Trimming or Winsorizing the Variance Matrix (Q4962455) (← links)
- Diagonally Dominant Principal Component Analysis (Q5066006) (← links)
- Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization (Q5131966) (← links)
- IPAD: Stable Interpretable Forecasting with Knockoffs Inference (Q5146036) (← links)
- On simultaneous calibration of two-sample t-tests for high-dimension low-sample-size data (Q5155183) (← links)
- Efficient Signal Inclusion With Genomic Applications (Q5208082) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- Optimal Estimation of Genetic Relatedness in High-Dimensional Linear Models (Q5229917) (← links)
- Interpretable High-Dimensional Inference Via Score Projection With an Application in Neuroimaging (Q5231509) (← links)
