Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
From MaRDI portal
Publication:847630
DOI10.1214/09-AOS696zbMath1181.62040arXiv1001.1609MaRDI QIDQ847630
Publication date: 19 February 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.1609
rate of convergenceFourier analysischaracteristic functionempirical characteristic functionminimax lower boundmultiple testingnull distributionproportion of nonnull effectstwo-point argument
Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items
Adaptive robust estimation in sparse vector model, False discovery rate control with unknown null distribution: is it possible to mimic the oracle?, Estimating minimum effect with outlier selection, Uniform consistency in nonparametric mixture models, Two-Component Mixture Model in the Presence of Covariates, Two-sample contamination model test, Maximum likelihood estimation of the log-concave component in a semi-parametric mixture with a standard normal density, Some optimality properties of FDR controlling rules under sparsity, Asymptotic Bayes-optimality under sparsity of some multiple testing procedures, GAP: A General Framework for Information Pooling in Two-Sample Sparse Inference, Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector, False discovery rate control under Archimedean copula, Adaptive estimation of the sparsity in the Gaussian vector model, An MM algorithm for estimation of a two component semiparametric density mixture with a known component, Semiparametric two-sample admixture components comparison test: the symmetric case, Multiple Testing of Composite Null Hypotheses in Heteroscedastic Models, Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations, Optimal sparsity testing in linear regression model, Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference, Deconvolution for an atomic distribution: rates of convergence, Density estimation with contamination: minimax rates and theory of adaptation, Higher criticism for large-scale inference, especially for rare and weak effects
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
- On the optimal rates of convergence for nonparametric deconvolution problems
- Microarrays, empirical Bayes and the two-groups model
- On the false discovery rate and an asymptotically optimal rejection curve
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation
- Geometrizing rates of convergence. II
- The limiting behavior of a modified maximal symmetric \(2s\)-spacing with applications
- Fourier methods for estimating mixing densities and distributions
- Higher criticism for detecting sparse heterogeneous mixtures.
- A stochastic process approach to false discovery control.
- Asymptotic properties of false discovery rate controlling procedures under independence
- Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data
- Estimation and confidence sets for sparse normal mixtures
- Adapting to unknown sparsity by controlling the false discovery rate
- Adaptive linear step-up procedures that control the false discovery rate
- Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- Some Problems on Nonparametric Estimation in Gaussian White Noise
- On scale mixtures of normal distributions
- Empirical Bayes Analysis of a Microarray Experiment
- Optimal Sample Size for Multiple Testing
- A Direct Approach to False Discovery Rates
- Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
- Large-Scale Simultaneous Hypothesis Testing