Large-scale multiple testing via multivariate hidden Markov models
From MaRDI portal
Publication:6562744
DOI10.1080/03610918.2022.2061001MaRDI QIDQ6562744FDOQ6562744
Authors: Zhi-Qiang Hou, Pengfei Wang 
Publication date: 27 June 2024
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Cites Work
- False Discovery Rate Smoothing
- Covariate-Assisted Ranking and Screening for Large-Scale Two-Sample Inference
- Title not available (Why is that?)
- The control of the false discovery rate in multiple testing under dependency.
- A stochastic process approach to false discovery control.
- On false discovery control under dependence
- Large-scale multiple testing under dependence
- The effect of correlation in false discovery rate estimation
- A Direct Approach to False Discovery Rates
- Correlation and Large-Scale Simultaneous Significance Testing
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Variance of the Number of False Discoveries
- Empirical Bayes Analysis of a Microarray Experiment
- Hidden Markov Models for Time Series
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- A Method to Increase the Power of Multiple Testing Procedures Through Sample Splitting
- Single-index modulated multiple testing
- Integrating prior knowledge in multiple testing under dependence with applications to detecting differential DNA methylation
- Comment: ``Microarrays, empirical Bayes and the two-groups model
- Hidden Markov model in multiple testing on dependent count data
- Multiple testing for neuroimaging via hidden Markov random field
- Bayesian hidden Markov models for dependent large-scale multiple testing
This page was built for publication: Large-scale multiple testing via multivariate hidden Markov models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6562744)
