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Guarding against spurious discoveries in high dimensions
Jianqing Fan
, Wen Xin Zhou
Operations Research & Financial Engineering
Bendheim Center for Finance
Center for Statistics & Machine Learning
Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
5
Scopus citations
Overview
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Mathematics
Higher Dimensions
100%
Asymptotic distribution
63%
Covariance Information
62%
Covariates
61%
Statistical Learning
48%
Binary Outcomes
45%
Learning Algorithm
42%
Bootstrapping
42%
High-dimensional Data
41%
Data Mining
41%
Subset
40%
Machine Learning
39%
Generalized Linear Model
38%
Goodness of fit
37%
Model Selection
36%
Benchmark
35%
Data analysis
32%
Null
32%
Multiplier
32%
Linear Model
31%
Sample Size
27%
Regression
27%
Model
23%
Engineering & Materials Science
Learning algorithms
18%
Data mining
18%
Machine learning
15%
Set theory
13%