26 citations · 35 across the 6 of their papers we have counts for
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stat.ME2014★ 2 cited
A Factor-Adjusted Multiple Testing Procedure with Application to Mutual Fund Selection
Wei Lan, Lilun Du
In this article, we propose a factor-adjusted multiple testing (FAT) procedure based on factor-adjusted p-values in a linear factor model involving some observable and unobservable…
math.ST2014★ 26 cited
Single-index modulated multiple testing
Lilun Du, Chunming Zhang
In the context of large-scale multiple testing, hypotheses are often accompanied with certain prior information. In this paper, we present a single-index modulated (SIM) multiple t…