Knockoffs for exchangeable categorical covariates

Emanuela Dreassi, Luca Pratelli, Pietro Rigo

Let $X=(X_1,\dots ,X_p)$ be a $p$-variate random vector and $F$ a fixed finite set. In a number of applications, mainly in genetics, it turns out that $X_i\in F$ for each $i=1,\ldo…