A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection

2020 ◽  
Author(s):  
Arman Hassanniakalager ◽  
Paul L Baker ◽  
Emmanouil Platanakis



Author(s):  
Yoav Benjamini ◽  
Ruth Heller ◽  
Daniel Yekutieli

We explain the problem of selective inference in complex research using a recently published study: a replicability study of the associations in order to reveal and establish risk loci for type 2 diabetes. The false discovery rate approach to such problems will be reviewed, and we further address two problems: (i) setting confidence intervals on the size of the risk at the selected locations and (ii) selecting the replicable results.







2016 ◽  
Vol 25 (10) ◽  
pp. 4704-4718 ◽  
Author(s):  
Vladimir A. Krylov ◽  
Gabriele Moser ◽  
Sebastiano B. Serpico ◽  
Josiane Zerubia


Author(s):  
Vladimir A. Krylov ◽  
Gabriele Moser ◽  
Sebastiano B. Serpico ◽  
Josiane Zerubia


Genetics ◽  
2000 ◽  
Vol 154 (4) ◽  
pp. 1917-1918 ◽  
Author(s):  
Dmitri V Zaykin ◽  
S Stanley Young ◽  
Peter H Westfall


2019 ◽  
Vol 139 (1) ◽  
pp. 85-94 ◽  
Author(s):  
Olav B. Smeland ◽  
Oleksandr Frei ◽  
Alexey Shadrin ◽  
Kevin O’Connell ◽  
Chun-Chieh Fan ◽  
...  


Biometrics ◽  
2009 ◽  
Vol 66 (2) ◽  
pp. 621-629 ◽  
Author(s):  
Cumhur Yusuf Demirkale ◽  
Dan Nettleton ◽  
Tapabrata Maiti


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