Cross-Dimensional Inference of Dependent High-Dimensional Data

DOI10.1080/01621459.2011.645777zbMath1261.62048OpenAlexW2022778119WikidataQ58618151 ScholiaQ58618151MaRDI QIDQ4916447

John D. Storey, Keyur H. Desai

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2011.645777

zbMATH Keywords

Dependent dataSimultaneous inferenceFalse discovery rateHigh-dimensional biologyMultiple hypothesis testing

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Paired and multiple comparisons; multiple testing (62J15)

Related Items

Nonparametric estimation of functional dynamic factor model, FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control, Community network auto-regression for high-dimensional time series, Robust inference via multiplier bootstrap, False discovery rates for large-scale model checking under certain dependence, Projected principal component analysis in factor models, Robust high-dimensional factor models with applications to statistical machine learning, A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing, Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence

Uses Software

• FAMT

Cites Work

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