High-Dimensional Knockoffs Inference for Time Series Data

Journal article

紀建名, Yingying Fan, 慶剛銀 and Jinchi Lv

Journal of the American Statistical Association

11/2024

Abstract

Model-X knockoffs;High Dimensionality;Time Series

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Title: High-Dimensional Knockoffs Inference for Time Series Data
Creators - without role: 紀建名 - 中研院統計所
Yingying Fan - Data Sciences and Operations Department of the Marshall School of Business at the University of Southern California.
慶剛銀
Jinchi Lv - Data Sciences and Operations Department of the Marshall School of Business at the University of Southern California
Identifiers: 9957777444906774
Academic Unit: Institute of Statistics and Data Science, College of Science, National Tsing Hua University
Language: English
Resource Type: Journal article
Publication Details: Journal of the American Statistical Association