Subject
Condensed Matter Physics,Statistics and Probability
Reference30 articles.
1. Common risk factors in the returns on stocks and bonds;Fama;J. Financ. Econom.,1993
2. A five-factor asset pricing model;Fama;J. Financ. Econom.,2015
3. Controlling the false discovery rate: a practical and powerful approach to multiple testing;Benjamini;J. R. Stat. Soc. Ser. B Stat. Methodol.,1995
4. Controlling the false discovery rate via knockoffs;Barber;Ann. Statist.,2015
5. Panning for gold: model-x knockoffs for high dimensional controlled variable selection;Candes;J. R. Stat. Soc. Ser. B,2018