56 citations · 337 across the 23 of their papers we have counts for
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math.ST2017★ 56 cited
A New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing
Wen-Xin Zhou, Koushiki Bose, Jianqing Fan +1
Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation. As argued in the seminal work of Peter Huber i…
stat.ME2017★ 4 cited
FarmTest: Factor-Adjusted Robust Multiple Testing with Approximate False Discovery Control
Jianqing Fan, Yuan Ke, Qiang Sun +1
Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for esti…