Testing a single regression coefficient in high dimensional linear models

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 · 105.5K citations

Engineering, Statistical Foundation, Powerful Approach +21

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 50.3K citations

Engineering, High-dimensional Method, Robust Modeling +14

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations

Economics, Financial Economics, Asset Pricing +7

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Jianqing Fan, Runze Li · Journal of the American Statistical Association · 2001 · 9K citations

Parameter Estimation, Engineering, Machine Learning +13

A Direct Approach to False Discovery Rates

John D. Storey · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2002 · 5.7K citations · Full text

Engineering, Statistical Foundation, Information Forensics +16