Controlling the false discovery rate via competition: Is the +1 needed?

Andrew Rajchert and Uri Keich

Statistics & Probability Letters, 2023, vol. 197, issue C

Abstract: Barber and Candès (2015) control of the FDR in feature selection relies on estimating the FDR by the number of knockoff wins +1 divided by the number of original wins. We study the necessity of the +1 in general settings.

Keywords: False discovery rate (FDR); Target-decoy competition (TDC); Knockoffs; Competition-based control of the FDR; Sequential hypothesis testing; Selective sequential step+ (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2023.109819

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