most citedGAM(L)A: An econometric model for interpretable Machine Learning

3 citations · 3 across the 2 of their papers we have counts for

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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…