20 citations · 61 across the 11 of their papers we have counts for
5 papers · 1 filter
Pre-processing with Orthogonal Decompositions for High-dimensional Explanatory Variables
Xu Han, Ethan X Fang, Cheng Yong Tang
Strong correlations between explanatory variables are problematic for high-dimensional regularized regression methods. Due to the violation of the Irrepresentable Condition, the po…
Skilled Mutual Fund Selection: False Discovery Control under Dependence
Lijia Wang, Xu Han, Xin Tong
Selecting skilled mutual funds through the multiple testing framework has received increasing attention from finance researchers and statisticians. The intercept of Carhart fou…
Re-Evaluating Strengthened-IV Designs: Asymptotic Efficiency, Bias Formula, and the Validity and Power of Sensitivity Analyses
Siyu Heng, Bo Zhang, Xu Han +2
Instrumental variables (IVs) are extensively used to estimate treatment effects when the treatment and outcome are confounded by unmeasured confounders; however, weak IVs are often…
Estimation of False Discovery Proportion with Unknown Dependence
Jianqing Fan, Xu Han
Large-scale multiple testing with highly correlated test statistics arises frequently in many scientific research. Incorporating correlation information in estimating false discove…
Control of the False Discovery Rate Under Arbitrary Covariance Dependence
Xu Han, Weijie Gu, Jianqing Fan
Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of th…