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Monotone false discovery rate

Author

Listed:
  • Won, Joong-Ho
  • Lim, Johan
  • Yu, Donghyeon
  • Kim, Byung Soo
  • Kim, Kyunga

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.

Suggested Citation

  • Won, Joong-Ho & Lim, Johan & Yu, Donghyeon & Kim, Byung Soo & Kim, Kyunga, 2014. "Monotone false discovery rate," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 86-93.
    • Handle: RePEc:eee:stapro:v:87:y:2014:i:c:p:86-93
    DOI: 10.1016/j.spl.2013.12.011
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    References listed on IDEAS

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    1. Dudoit S. & Fridlyand J. & Speed T. P, 2002. "Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 77-87, March.
    2. Sun, Wenguang & Cai, T. Tony, 2007. "Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 901-912, September.
    3. John D. Storey, 2002. "A direct approach to false discovery rates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 479-498, August.
    4. Efron, Bradley, 2004. "Large-Scale Simultaneous Hypothesis Testing: The Choice of a Null Hypothesis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 96-104, January.
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    Cited by:

    1. Izmirlian, Grant, 2020. "Strong consistency and asymptotic normality for quantities related to the Benjamini–Hochberg false discovery rate procedure," Statistics & Probability Letters, Elsevier, vol. 160(C).
    2. Joungyoun Kim & Donghyeon Yu & Johan Lim & Joong-Ho Won, 2018. "A peeling algorithm for multiple testing on a random field," Computational Statistics, Springer, vol. 33(1), pages 503-525, March.

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