Factor-adjusted multiple testing of correlations

DOI10.1016/j.csda.2018.06.001zbMath1469.62059OpenAlexW2809327503MaRDI QIDQ1796926

Ronghua Luo, Lilun Du, Wei Lan, Ping-Shou Zhong

Publication date: 17 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2018.06.001

zbMATH Keywords

false discovery ratepairs tradingmodel selection consistencyfactor-adjusted correlation learning

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Paired and multiple comparisons; multiple testing (62J15)

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