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Confounder Adjustment in Multiple Hypothesis Testing
v1v2v3 (latest)

Confounder Adjustment in Multiple Hypothesis Testing

17 August 2015
Jingshu Wang
Qingyuan Zhao
Trevor Hastie
Art B. Owen
    CML
ArXiv (abs)PDFHTML

Papers citing "Confounder Adjustment in Multiple Hypothesis Testing"

11 / 11 papers shown
Title
Treatment Effect Estimation with Unobserved and Heterogeneous
  Confounding Variables
Treatment Effect Estimation with Unobserved and Heterogeneous Confounding Variables
Kevin Jiang
Y. Ning
CML
51
3
0
29 Jul 2022
Proximal Causal Inference for Complex Longitudinal Studies
Proximal Causal Inference for Complex Longitudinal Studies
Andrew Ying
Wang Miao
Xu Shi
E. T. Tchetgen
125
40
0
15 Sep 2021
Kernel Methods for Unobserved Confounding: Negative Controls, Proxies,
  and Instruments
Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments
Rahul Singh
CML
98
41
0
18 Dec 2020
Semiparametric proximal causal inference
Semiparametric proximal causal inference
Yifan Cui
Hongming Pu
Xu Shi
Wang Miao
E. T. Tchetgen Tchetgen
80
108
0
17 Nov 2020
Doubly Debiased Lasso: High-Dimensional Inference under Hidden
  Confounding
Doubly Debiased Lasso: High-Dimensional Inference under Hidden Confounding
Zijian Guo
Domagoj Cevid
Peter Buhlmann
CML
69
39
0
08 Apr 2020
Robust Inference via Multiplier Bootstrap
Robust Inference via Multiplier Bootstrap
Xi Chen
Wen-Xin Zhou
65
32
0
18 Mar 2019
Solving the Empirical Bayes Normal Means Problem with Correlated Noise
Solving the Empirical Bayes Normal Means Problem with Correlated Noise
Lei Sun
M. Stephens
78
9
0
18 Dec 2018
Robust high dimensional factor models with applications to statistical
  machine learning
Robust high dimensional factor models with applications to statistical machine learning
Jianqing Fan
Kaizheng Wang
Yiqiao Zhong
Ziwei Zhu
86
55
0
12 Aug 2018
Unifying and Generalizing Methods for Removing Unwanted Variation Based
  on Negative Controls
Unifying and Generalizing Methods for Removing Unwanted Variation Based on Negative Controls
David Gerard
M. Stephens
36
9
0
23 May 2017
Joint mean and covariance estimation with unreplicated matrix-variate
  data
Joint mean and covariance estimation with unreplicated matrix-variate data
Michael Hornstein
Roger Fan
K. Shedden
Shuheng Zhou
58
13
0
13 Nov 2016
Significance testing in non-sparse high-dimensional linear models
Significance testing in non-sparse high-dimensional linear models
Yinchu Zhu
Jelena Bradic
117
31
0
07 Oct 2016
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