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James-Stein Estimation And The Benjamini-Hochberg Procedure, Debashis Ghosh
James-Stein Estimation And The Benjamini-Hochberg Procedure, Debashis Ghosh
Debashis Ghosh
For the problem of multiple testing, the Benjamini-Hochberg (B-H) procedure has become a very popular method in applications. Based on a spacings theory representation of the B-H procedure, we are able to motivate the use of shrinkage estimators for modifying the B-H procedure. Several generalizations in the paper are discussed, and the methodology is applied to real and simulated datasets.
Shrinkage In Adaptive Procedures For False Discovery Rate Estimation In Multiple Testing: Structure And Synthesis, Debashis Ghosh
Shrinkage In Adaptive Procedures For False Discovery Rate Estimation In Multiple Testing: Structure And Synthesis, Debashis Ghosh
Debashis Ghosh
There has been much interest in the study of adaptive estimation procedures for controlling the false discovery rate (FDR). In this article, we take the direct approach to estimation of FDR of Storey (2002) and show how it can reexpressed as a particular type of shrinkage estimator. This representation leads to natural conditions on finite-sample FDR control for a general class of shrinkage estimators. In addition, many previous proposals from the literature can be unified under this framework for which finite-sample FDR results can be developed. Some asymptotic results are also provided.