Rate of convergence of a risk estimator to the normal law in a multiple hypothesis testing problem using the FDR threshold

DOI10.3103/S0278641921030043MaRDI QIDQ2058711zbMATH OpenOpenAlexFDO

Authors S. I. Palionnaya

Publication date 9 December 2021

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s0278641921030043

zbMATH Keywords

multiple hypothesis testingrisk estimatorfalse discovery rate (FDR) thresholdrate of convergence to normal law

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

Recommendations

• Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold
• Optimal rates and trade-offs in multiple testing
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• On false discovery rate thresholding for classification under sparsity
• Some optimality properties of FDR controlling rules under sparsity

Cites work

• scientific article; zbMATH DE number 558236 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 1465030 (Why is no real title available?)
• A Direct Approach to False Discovery Rates
• Adapting to unknown sparsity by controlling the false discovery rate
• Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data
• On false discovery rate thresholding for classification under sparsity
• Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold

Cited in

(2)

• Rate of convergence of the risk estimate distribution to the normal law using FDR multiple hypothesis testing with inverting linear homogeneous operators
• Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold

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