3 citations · 3 across the 2 of their papers we have counts for
2 papers
econ.EM2023
Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications
Nabil Bouamara, Sébastien Laurent, Shuping Shi
We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse sig…
stat.ML2022★ 3 cited
GAM(L)A: An econometric model for interpretable Machine Learning
Emmanuel Flachaire, Gilles Hacheme, Sullivan Hué +1
Despite their high predictive performance, random forest and gradient boosting are often considered as black boxes or uninterpretable models which has raised concerns from practiti…