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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.