Model-free controlled variable selection via data splitting
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Publisher
Science China Press., Co. Ltd.
Link
https://engine.scichina.com/doi/pdf/B760E3AA59FE4A6FB55E7EF5A3893C25
Reference38 articles.
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2. Barber R F, Cand\`{e}s E J. A knockoff filter for high-dimensional selective inference. Ann Statist, 2019, 47: 2504-2537.
3. Barber R F, Cand\`{e}s E J, Samworth R J. Robust inference with knockoffs. Ann Statist, 2020, 48: 1409-1431.
4. Benjamini Y, Hochberg Y. Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing. J R Stat Soc Ser B Stat Methodol, 1995, 57: 289-300.
5. Cai T T, Liu W. Large-Scale Multiple Testing of Correlations. J Amer Statist Assoc, 2016, 111: 229-240.
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