Some optimality properties of FDR controlling rules under sparsity
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Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20) Compound decision problems in statistical decision theory (62C25) Bayesian inference (62F15) Paired and multiple comparisons; multiple testing (62J15)
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Cites work
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Cited in
(11)- Rate of convergence of a risk estimator to the normal law in a multiple hypothesis testing problem using the FDR threshold
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences
- On the asymptotic properties of SLOPE
- Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data
- FDR- and FWE-controlling methods using data-driven weights
- Adapting to unknown sparsity by controlling the false discovery rate
- Strong consistency of the risk estimator in multiple hypothesis testing with the FDR threshold
- Optimal rates and trade-offs in multiple testing
- Group SLOPE – Adaptive Selection of Groups of Predictors
- Bayesian multiple testing under sparsity for polynomial-tailed distributions
- SLOPE-adaptive variable selection via convex optimization
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