FarmTest

swMATH31555CRANFarmTestMaRDI QIDQ43266

Factor-Adjusted Robust Multiple Testing

Yuan Ke, Wen-xin Zhou, Xiaoou Pan

Last update: 7 September 2020

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.2.0

Source code repository: https://github.com/cran/FarmTest

Cites work

• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
• User-Friendly Covariance Estimation for Heavy-Tailed Distributions

Described by source

• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control

Related Items (7)

Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications ⋮ Unnamed Item ⋮ Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization ⋮ A multiple testing approach to the regularisation of large sample correlation matrices ⋮ Robust factor number specification for large-dimensional elliptical factor model ⋮ Robust high-dimensional factor models with applications to statistical machine learning ⋮ A Projection Based Conditional Dependence Measure with Applications to High-dimensional Undirected Graphical Models

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