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Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance.
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Robust estimation of a location parameter
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Journal of Clinical Oncology
Oberthuer, A., Berthold, F., Warnat, P., Hero, B., Kahlert, Y., Spitz, R., Ernestus, K., König, R., Haas, S., Eils, R., Schwab, M., Brors, B., Westermann, F · 2006
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Eigenvalue ratio test for the number of factors
Ahn, S. C · 2013
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