Power analysis of knockoff filters for correlated designs
© 2019 Neural information processing systems foundation. All rights reserved. The knockoff filter introduced by Barber and Candès 2016 is an elegant framework for controlling the false discovery rate in variable selection. While empirical results indicate that this methodology is not too conservati...
Main Authors: | , |
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Other Authors: | , |
Format: | Article |
Language: | English |
Published: |
2021-12-14T15:11:54Z.
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Subjects: | |
Online Access: | Get fulltext |