Statistics – Methodology
Scientific paper
2007-08-07
IMS Lecture Notes Monograph Series 2007, Vol. 54, 151-160
Statistics
Methodology
Published at http://dx.doi.org/10.1214/074921707000000111 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p
Scientific paper
10.1214/074921707000000111
False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the properties of such procedures for test statistics with certain types of stochastic dependence. Based on an approach proposed in Tang and Zhang (2005), we further develop in this paper empirical Bayes methods for controlling the FDR with dependent data. We implement our methodology in a time series model and report the results of a simulation study to demonstrate the advantages of the empirical Bayes approach.
Tang Weihua
Zhang Cun-Hui
No associations
LandOfFree
Empirical Bayes methods for controlling the false discovery rate with dependent data does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Empirical Bayes methods for controlling the false discovery rate with dependent data, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Empirical Bayes methods for controlling the false discovery rate with dependent data will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-170816