Monotone false discovery rate

DOI10.1016/J.SPL.2013.12.011zbMATH Open1288.62110arXiv1305.6340OpenAlexW2062122192MaRDI QIDQ2452877FDOQ2452877

Authors: Joong-Ho Won, Johan Lim, Donghyeon Yu, Byung Soo Kim, Kyunga Kim 

Publication date: 5 June 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: This paper proposes a procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization is asymptotically optimal for controlling the false discovery rate and also has many attractive finite-sample properties.

Full work available at URL: https://arxiv.org/abs/1305.6340

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• scientific article; zbMATH DE number 720689

zbMATH Keywords

isotonic regressionempirical Bayes methodsmode matchingadaptive decision rule

Mathematics Subject Classification ID

Point estimation (62F10) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Title not available (Why is that?)
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Title not available (Why is that?)
• A Direct Approach to False Discovery Rates
• Correlation and Large-Scale Simultaneous Significance Testing
• Large-Scale Simultaneous Hypothesis Testing
• Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
• Size, power and false discovery rates
• Title not available (Why is that?)
• Empirical null and false discovery rate inference for exponential families
• ROC convex hull and nonparametric maximum likelihood estimation

Cited In (2)

• Strong consistency and asymptotic normality for quantities related to the Benjamini-Hochberg false discovery rate procedure
• A peeling algorithm for multiple testing on a random field

Uses Software

• fdrtool

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