Monotone false discovery rate

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.

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Year of publication:	2014
Authors:	Won, Joong-Ho ; Lim, Johan ; Yu, Donghyeon ; Kim, Byung Soo ; Kim, Kyunga
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 87.2014, C, p. 86-93
Publisher:	Elsevier
Subject:	Adaptive decision rule \| False discovery rate \| Empirical Bayes methods \| Mode matching \| Isotonic regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010752981