Familywise error rate control via knockoffs

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چکیده

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Familywise Error Rate Control via Knockoffs

We present a novel method for controlling the k-familywise error rate (k-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Candès. Our procedure, which we also refer to as knockoffs, can be applied with any design matrix with at least as many observations as variables, and does not require knowing the noise variance. Unlike other multiple testin...

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Familywise Error Rate Control via Knockoffs

We present a novel method for controlling the k-familywise error rate (k-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Candès. Our procedure, which we also refer to as knockoffs, can be applied with any design matrix with at least as many observations as variables, and does not require knowing the noise variance. Unlike other multiple testin...

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ژورنال

عنوان ژورنال: Electronic Journal of Statistics

سال: 2016

ISSN: 1935-7524

DOI: 10.1214/16-ejs1129