Monotone false discovery rate

Joong-Ho Won, Johan Lim, Donghyeon Yu, Byung Soo Kim and Kyunga Kim

Statistics & Probability Letters, 2014, vol. 87, issue C, 86-93

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.

Keywords: Adaptive decision rule; False discovery rate; Empirical Bayes methods; Mode matching; Isotonic regression (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2013.12.011

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