The Empirical Distribution of a Large Number of Correlated Normal Variables
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.2014.958156
Reference16 articles.
1. The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
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3. Correlation and Large-Scale Simultaneous Significance Testing
4. Size, power and false discovery rates
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