Asymptotic Bayes-optimality under sparsity of some multiple testing procedures

DOI10.1214/10-AOS869zbMath1221.62012arXiv1002.3501MaRDI QIDQ638803

Jayanta K. Ghosh, Florian Frommlet, Małgorzata Bogdan, Arijit Chakrabarti

Publication date: 14 September 2011

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

Full work available at URL: https://arxiv.org/abs/1002.3501

zbMATH Keywords

asymptotic optimalityFDRBayes oracle

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic properties of parametric tests (62F05) Paired and multiple comparisons; multiple testing (62J15) Compound decision problems in statistical decision theory (62C25)

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