56 citations · 337 across the 23 of their papers we have counts for
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math.ST2015★ 6 cited
Guarding against Spurious Discoveries in High Dimensions
Jianqing Fan, Wen-Xin Zhou
Many data mining and statistical machine learning algorithms have been developed to select a subset of covariates to associate with a response variable. Spurious discoveries can ea…
math.ST2015
Two-Sample Smooth Tests for the Equality of Distributions
Wen-Xin Zhou, Chao Zheng, Zhen Zhang
This paper considers the problem of testing the equality of two unspecified distributions. The classical omnibus tests such as the Kolmogorov-Smirnov and Cramèr-von Mises are known…
math.ST2015★ 40 cited
Are Discoveries Spurious? Distributions of Maximum Spurious Correlations and Their Applications
Jianqing Fan, Qi-Man Shao, Wen-Xin Zhou
Over the last two decades, many exciting variable selection methods have been developed for finding a small group of covariates that are associated with the response from a large p…