More powerful tests for sparse high-dimensional covariances matrices

Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing

Yoav Benjamini, Yosef Hochberg · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1995 · 108.7K citations

Natural Sciences, Biostatistics, A/b Testing +13

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

An Introduction to Multivariate Statistical Analysis

Robb J. Muirhead, T. W. Anderson · Journal of Business and Economic Statistics · 1986 · 9.3K citations

Natural Sciences, Biostatistics, Statistical Computing +10

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Jianqing Fan, Runze Li · Journal of the American Statistical Association · 2001 · 9.2K citations

Natural Sciences, Mathematics, Econometrics +16

Statistics for Spatial Data.

Mike Rees, Noel Cressie · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1993 · 5.2K citations

Computing, Geoinformatics, Mathematics +12