Open Access. Powered by Scholars. Published by Universities.®
Medical Biomathematics and Biometrics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Medical Biomathematics and Biometrics
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.