Some optimality properties of FDR controlling rules under sparsity

DOI10.1214/13-EJS808zbMath1337.62184MaRDI QIDQ1951159

Florian Frommlet, Małgorzata Bogdan

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1368193534

zbMATH Keywords

asymptotic optimality; multiple testing; Bayes risk; false discovery rate; two groups model

Mathematics Subject Classification ID

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

62C12: Empirical decision procedures; empirical Bayes procedures

62J15: Paired and multiple comparisons; multiple testing

62C25: Compound decision problems in statistical decision theory

Related Items

Group SLOPE – Adaptive Selection of Groups of Predictors, SLOPE-adaptive variable selection via convex optimization, On the asymptotic properties of SLOPE

Uses Software

• EbayesThresh
• EBayesThresh

Cites Work

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