False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation-Reference-Cited by-同舟云学术

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False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation

Published:2021-08-24 Issue: Volume: Page:1-15
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Du Lilun¹,Guo Xu²,Sun Wenguang³,Zou Changliang⁴

Affiliation:

1. Department of ISOM, Hong Kong University of Science and Technology, ISOM, Kowloon, Hong Kong

2. Department of Mathematical Statistics, Beijing Normal University, Beijing, China

3. Data Sciences and Operations, University of Southern California, Los Angeles, CA

4. Department of Statistics and Data Sciences, Nankai University, Tianjin, China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2021.1945459

Reference63 articles.

1. Adapting to unknown sparsity by controlling the false discovery rate

2. Controlling the false discovery rate via knockoffs

3. A knockoff filter for high-dimensional selective inference

4. Robust inference with knockoffs

5. False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas

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