most citedEstimation of the number of spiked eigenvalues in a covariance matrix by bulk eigenvalue matching analysis

9 citations · 12 across the 4 of their papers we have counts for

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math.ST2020★ 2 cited

Power of Knockoff: The Impact of Ranking Algorithm, Augmented Design, and Symmetric Statistic

Zheng Tracy Ke, Jun S. Liu, Yucong Ma

The knockoff filter is a recent false discovery rate (FDR) control method for high-dimensional linear models. We point out that knockoff has three key components: ranking algorithm…