Monotone false discovery rate
  • Won, Joong-Ho
  • Lim, Johan
  • Yu, Donghyeon
  • Kim, Byung Soo
  • Kim, Kyunga
Citations

WEB OF SCIENCE

3
Citations

SCOPUS

3

초록

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. (C) 2013 Elsevier B.V. All rights reserved.

키워드

Adaptive decision ruleFalse discovery rateEmpirical Bayes methodsMode matchingIsotonic regressionCLASSIFICATION
제목
Monotone false discovery rate
저자
Won, Joong-HoLim, JohanYu, DonghyeonKim, Byung SooKim, Kyunga
DOI
10.1016/j.spl.2013.12.011
발행일
2014-04
유형
Article
저널명
Statistics and Probability Letters
87
페이지
86 ~ 93