Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold

DOI10.3103/S0278641920040044zbMath1461.62128OpenAlexW3118273333MaRDI QIDQ2656015

S. I. Palionnaia

Publication date: 18 March 2021

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

Full work available at URL: https://doi.org/10.3103/s0278641920040044

zbMATH Keywords

strong consistencymultiple hypothesis testingrisk estimatorFDR (First-Discovery Rate)FDR threshold

Mathematics Subject Classification ID

Sequential estimation (62L12) Paired and multiple comparisons; multiple testing (62J15)

Related Items (1)

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

Cites Work

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• On the strong consistency of the adaptive risk estimator for wavelet thresholding
• Consistency of risk estimation with thresholding of wavelet coefficients
• Asymptotic normality of adaptive wavelet thresholding risk estimation
• Adapting to unknown sparsity by controlling the false discovery rate
• Ideal spatial adaptation by wavelet shrinkage
• A Direct Approach to False Discovery Rates
• Probability Inequalities for Sums of Bounded Random Variables

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