IPAD: Stable Interpretable Forecasting with Knockoffs Inference

Double/debiased machine learning for treatment and structural parameters

(2018) Victor Chernozhukov et al.   Econometrics Journal

Asymptotic Confidence Regions for High-Dimensional Structured Sparsity

(2018) Benjamin Stucky et al.   IEEE TRANSACTIONS ON SIGNAL PROCESSING

Confidence intervals for causal effects with invalid instruments by using two-stage hard thresholding with voting

(2018) Zijian Guo et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Panning for gold: ‘model-X’ knockoffs for high dimensional controlled variable selection

(2018) Emmanuel Candès et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models

(2018) A. Chudik et al.   ECONOMETRICA

RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs

(2018) Yingying Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Simultaneous Inference for High-Dimensional Linear Models

(2017) Xianyang Zhang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Goodness-of-fit tests for high dimensional linear models

(2017) Rajen D. Shah et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Controlling the false discovery rate via knockoffs

(2015) Rina Foygel Barber et al.   ANNALS OF STATISTICS

Impacts of high dimensionality in finite samples

(2013) Jinchi Lv   ANNALS OF STATISTICS

Eigenvalue Ratio Test for the Number of Factors

(2013)   ECONOMETRICA

Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space

(2013) Yingying Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Generalized Shrinkage Methods for Forecasting Using Many Predictors

(2012) James H. Stock et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

(2012) Jianqing Fan et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Discovering the false discovery rate

(2010) Yoav Benjamini   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

High-dimensional classification using features annealed independence rules

(2009) Jianqing Fan et al.   ANNALS OF STATISTICS

Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?

(2008) Christine De Mol et al.   JOURNAL OF ECONOMETRICS

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY