Pages that link to "Item:Q4916447"
From MaRDI portal
The following pages link to Cross-Dimensional Inference of Dependent High-Dimensional Data (Q4916447):
Displaying 11 items.
- A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
- Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
- Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence (Q2045650) (← links)
- Robust inference via multiplier bootstrap (Q2196240) (← links)
- False discovery rates for large-scale model checking under certain dependence (Q4638683) (← links)
- Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
- FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
- Projected principal component analysis in factor models (Q5963521) (← links)
- High-Dimensional Multi-Task Learning using Multivariate Regression and Generalized Fiducial Inference (Q6093503) (← links)
- Community network auto-regression for high-dimensional time series (Q6108298) (← links)
- A model-based multithreshold method for subgroup identification (Q6627149) (← links)
