Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data

DOI10.1214/009053606000000920zbMath1114.62010arXivmath/0602311OpenAlexW3105074488WikidataQ29308446 ScholiaQ29308446MaRDI QIDQ2373587

David L. Donoho, Jiashun Jin

Publication date: 12 July 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602311

zbMATH Keywords

multiple comparisonssparsitythreshold rulesminimum Bayes estimationmixtures of exponential models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Empirical decision procedures; empirical Bayes procedures (62C12) Paired and multiple comparisons; multiple testing (62J15)

Related Items (15)

False discovery rate control with unknown null distribution: is it possible to mimic the oracle? ⋮ Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data ⋮ Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing ⋮ Asymptotically optimal sequential FDR and pFDR control with (or without) prior information on the number of signals ⋮ Some optimality properties of FDR controlling rules under sparsity ⋮ Asymptotic Bayes-optimality under sparsity of some multiple testing procedures ⋮ Discovering the False Discovery Rate ⋮ Feature selection by higher criticism thresholding achieves the optimal phase diagram ⋮ Properties of higher criticism under strong dependence ⋮ Innovated higher criticism for detecting sparse signals in correlated noise ⋮ Modified versions of the Bayesian information criterion for sparse generalized linear models ⋮ On false discovery rate thresholding for classification under sparsity ⋮ Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators ⋮ On the false discovery rate and an asymptotically optimal rejection curve ⋮ Rate of convergence of a risk estimator to the normal law in a multiple hypothesis testing problem using the FDR threshold

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• An improved Bonferroni procedure for multiple tests of significance
• The Power of Rank Tests

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