False discovery rate control with unknown null distribution: is it possible to mimic the oracle?

DOI10.1214/21-AOS2141zbMath1486.62222arXiv1912.03109OpenAlexW3114223810MaRDI QIDQ2131267

Etienne Roquain, Nicolas Verzelen

Publication date: 25 April 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.03109

zbMATH Keywords

minimaxphase transitionmultiple testingsparsityfalse discovery rateBenjamini-Hochberg procedurenull distribution

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Minimax procedures in statistical decision theory (62C20) Paired and multiple comparisons; multiple testing (62J15)

Related Items (2)

Variable selection, monotone likelihood ratio and group sparsity ⋮ Uncertainty quantification for robust variable selection and multiple testing

Uses Software

• mixfdr
• FAMT
• GitHub

Cites Work

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• Comment
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