activity
20192024
most citedGGM knockoff filter: False Discovery Rate Control for Gaussian Graphical Models

5 citations · 8 across the 4 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

stat.ME2021

Estimation and Inference of Extremal Quantile Treatment Effects for Heavy-Tailed Distributions

David Deuber, Jinzhou Li, Sebastian Engelke +1

Causal inference for extreme events has many potential applications in fields such as climate science, medicine and economics. We study the extremal quantile treatment effect of a…