Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

Exact calculations for false discovery proportion with application to least favorable configurations

(2011) Etienne Roquain et al.   ANNALS OF STATISTICS

Penalized composite quasi-likelihood for ultrahigh dimensional variable selection

(2011) Jelena Bradic et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Variance estimation using refitted cross-validation in ultrahigh dimensional regression

(2011) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Sure independence screening in generalized linear models with NP-dimensionality

(2010) Jianqing Fan et al.   ANNALS OF STATISTICS

A Factor Model Approach to Multiple Testing Under Dependence

(2010) Chloé Friguet et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Correlatedz-Values and the Accuracy of Large-Scale Statistical Estimates

(2010) Bradley Efron   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

On the false discovery proportion convergence under Gaussian equi-correlation

(2010) S. Delattre et al.   STATISTICS & PROBABILITY LETTERS

Robustness of multiple testing procedures against dependence

(2009) Sandy Clarke et al.   ANNALS OF STATISTICS

Large-scale multiple testing under dependence

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

A general framework for multiple testing dependence

(2008) J. T. Leek et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA