Controlling the false discovery rate in high-dimensional linear models using model-X knockoffs and $p$-values

Documenti analoghi

• Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
  di: Chang, Jinyuan, et al.
  Pubblicazione: (2018)
• Controlling the false discovery rate under a non-parametric graphical dependence model
  di: Nguyen, Drew T., et al.
  Pubblicazione: (2025)
• On the modelling and prediction of high-dimensional functional time series
  di: Chang, Jinyuan, et al.
  Pubblicazione: (2024)
• Elementary proofs of several results on false discovery rate
  di: Wang, Ruodu
  Pubblicazione: (2022)
• An autocovariance-based learning framework for high-dimensional functional time series
  di: Chang, Jinyuan, et al.
  Pubblicazione: (2020)