Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control

We develop a compound decision theory framework for multiple-testing problems and derive an oracle rule based on the z values that minimizes the false nondiscovery rate (FNR) subject to a constraint on the false discovery rate (FDR). We show that many commonly used multiple-testing procedures, which...

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Bibliographic Details
Published in:Journal of the American Statistical Association Vol. 102; no. 479; pp. 901 - 912
Main Authors: Sun, Wenguang, Cai, T. Tony
Format: Journal Article
Language:English
Published: Alexandria, VA Taylor & Francis 01.09.2007
American Statistical Association
Taylor & Francis Ltd
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ISSN:0162-1459, 1537-274X
Online Access:Get full text
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