Controlling the false discovery rate via knockoffs

Annals of Statistics

Volumn 43, Issue 5, 2015, Pages 2055-2085

  Barber, Rina Foygel ^a,b   Candés, Emmanuel J ^a,b  

^a University of Chicago   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

False discovery rate (FDR); Lasso; Martingale theory; Permutation methods; Sequential hypothesis testing; Variable selection

Indexed keywords

EID: 84941253662     PISSN: 00905364     EISSN: 21688966     Source Type: Journal    
DOI: 10.1214/15-AOS1337     Document Type: Article

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