Monotone false discovery rate

DOI10.1016/J.SPL.2013.12.011MaRDI QIDQ2452877zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

isotonic regressionempirical Bayes methodsmode matchingadaptive decision rule

Mathematics Subject Classification ID

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

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.

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Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3456274 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• A Direct Approach to False Discovery Rates
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Correlation and Large-Scale Simultaneous Significance Testing
• Empirical null and false discovery rate inference for exponential families
• Large-Scale Simultaneous Hypothesis Testing
• Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
• ROC convex hull and nonparametric maximum likelihood estimation
• Size, power and false discovery rates

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

Describes a project that uses

Uses Software

• fdrtool

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