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Estimating minimum effect with outlier selection

Estimating minimum effect with outlier selection

21 September 2018
Alexandra Carpentier
S. Delattre
Étienne Roquain
Nicolas Verzélen
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Papers citing "Estimating minimum effect with outlier selection"

27 / 27 papers shown
Title
Efficient Multivariate Robust Mean Estimation Under Mean-Shift Contamination
Efficient Multivariate Robust Mean Estimation Under Mean-Shift Contamination
Ilias Diakonikolas
Giannis Iakovidis
D. Kane
Thanasis Pittas
161
0
0
20 Feb 2025
On estimation of nonsmooth functionals of sparse normal means
On estimation of nonsmooth functionals of sparse normal means
O. Collier
L. Comminges
Alexandre B. Tsybakov
21
13
0
28 May 2018
Optimal Rates and Tradeoffs in Multiple Testing
Optimal Rates and Tradeoffs in Multiple Testing
Maxim Rabinovich
Aaditya Ramdas
Michael I. Jordan
Martin J. Wainwright
58
20
0
15 May 2017
Minimax Estimation of the $L_1$ Distance
Minimax Estimation of the L1L_1L1​ Distance
Jiantao Jiao
Yanjun Han
Tsachy Weissman
58
49
0
02 May 2017
Being Robust (in High Dimensions) Can Be Practical
Being Robust (in High Dimensions) Can Be Practical
Ilias Diakonikolas
Gautam Kamath
D. Kane
Jerry Li
Ankur Moitra
Alistair Stewart
69
254
0
02 Mar 2017
Adaptive estimation of the sparsity in the Gaussian vector model
Adaptive estimation of the sparsity in the Gaussian vector model
Alexandra Carpentier
Nicolas Verzélen
83
29
0
01 Mar 2017
Optimal adaptive estimation of linear functionals under sparsity
Optimal adaptive estimation of linear functionals under sparsity
O. Collier
L. Comminges
Alexandre B. Tsybakov
Nicolas Verzélen
35
24
0
29 Nov 2016
Distribution-free Multiple Testing
Distribution-free Multiple Testing
E. Arias-Castro
Shiyun Chen
OOD
48
63
0
26 Apr 2016
Robust Covariance and Scatter Matrix Estimation under Huber's
  Contamination Model
Robust Covariance and Scatter Matrix Estimation under Huber's Contamination Model
Mengjie Chen
Chao Gao
Zhao Ren
67
166
0
01 Jun 2015
Chebyshev polynomials, moment matching, and optimal estimation of the
  unseen
Chebyshev polynomials, moment matching, and optimal estimation of the unseen
Yihong Wu
Pengkun Yang
51
111
0
06 Apr 2015
Minimal penalty for Goldenshluger-Lepski method
Minimal penalty for Goldenshluger-Lepski method
C. Lacour
P. Massart
61
37
0
03 Mar 2015
Further results on controlling the false discovery proportion
Further results on controlling the false discovery proportion
Wenge Guo
Li He
S. Sarkar
67
37
0
02 Jun 2014
Controlling the false discovery rate via knockoffs
Controlling the false discovery rate via knockoffs
Rina Foygel Barber
Emmanuel J. Candès
185
748
0
22 Apr 2014
New procedures controlling the false discovery proportion via
  Romano-Wolf's heuristic
New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
S. Delattre
Étienne Roquain
92
29
0
16 Nov 2013
Adaptive and minimax optimal estimation of the tail coefficient
Adaptive and minimax optimal estimation of the tail coefficient
Alexandra Carpentier
Arlene K. H. Kim
49
17
0
10 Sep 2013
The sequential rejection principle of familywise error control
The sequential rejection principle of familywise error control
J. Goeman
Aldo Solari
49
121
0
14 Nov 2012
On empirical distribution function of high-dimensional Gaussian vector
  components with an application to multiple testing
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
S. Delattre
Étienne Roquain
91
15
0
09 Oct 2012
Testing composite hypotheses, Hermite polynomials and optimal estimation
  of a nonsmooth functional
Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional
T. Tony Cai
Mark G. Low
69
86
0
16 May 2011
Bandwidth selection in kernel density estimation: Oracle inequalities
  and adaptive minimax optimality
Bandwidth selection in kernel density estimation: Oracle inequalities and adaptive minimax optimality
A. Goldenshluger
O. Lepski
310
245
0
06 Sep 2010
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons
Nicolas Verzélen
240
153
0
03 Aug 2010
On the false discovery proportion convergence under Gaussian
  equi-correlation
On the false discovery proportion convergence under Gaussian equi-correlation
S. Delattre
Étienne Roquain
91
18
0
08 Jul 2010
Exact calculations for false discovery proportion with application to
  least favorable configurations
Exact calculations for false discovery proportion with application to least favorable configurations
Étienne Roquain
Fanny Villers
108
57
0
15 Feb 2010
Optimal rates of convergence for estimating the null density and
  proportion of nonnull effects in large-scale multiple testing
Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
T. Tony Cai
Jiashun Jin
118
73
0
11 Jan 2010
An adaptive step-down procedure with proven FDR control under
  independence
An adaptive step-down procedure with proven FDR control under independence
Yulia Gavrilov
Y. Benjamini
S. Sarkar
85
127
0
31 Mar 2009
Optimal weighting for false discovery rate control
Optimal weighting for false discovery rate control
Étienne Roquain
M. A. van de Wiel
120
65
0
25 Jul 2008
Dependency and false discovery rate: Asymptotics
Dependency and false discovery rate: Asymptotics
H. Finner
T. Dickhaus
M. Roters
134
96
0
17 Oct 2007
Control of generalized error rates in multiple testing
Control of generalized error rates in multiple testing
Joseph P. Romano
Michael Wolf
98
169
0
11 Oct 2007
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