Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154765 | Statistics & Probability Letters | 2014 | 8 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Joong-Ho Won, Johan Lim, Donghyeon Yu, Byung Soo Kim, Kyunga Kim,