Model-Free Feature Screening and FDR Control With Knockoff Features

DOI10.1080/01621459.2020.1783274zbMath1506.62303arXiv1908.06597OpenAlexW3037382667MaRDI QIDQ5881096

Yuan Ke, Jingyuan Liu, Wanjun Liu, Run-Ze Li

Publication date: 9 March 2023

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

Full work available at URL: https://arxiv.org/abs/1908.06597

zbMATH Keywords

nonlinear modelsure screeningrank consistencydata adaptiveprojection correlationmultivariate response model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical aspects of big data and data science (62R07)

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