Adaptive and Dynamic Adaptive Procedures for False Discovery Rate Control and Estimation
成果类型：
Article
署名作者：
Casella, G.; Roberts, G.
刊物名称：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN：
1369-7412
DOI：
10.1111/j.1467-9868.2011.01001.x
发表日期：
2012
页码：
163-182
关键词：
摘要：
Many methods for estimation or control of the false discovery rate (FDR) can be improved by incorporating information about pi(0), the proportion of all tested null hypotheses that are true. Estimates of pi(0) are often based on the number of p-values that exceed a threshold lambda. We first give a finite sample proof for conservative point estimation of the FDR when the lambda-parameter is fixed. Then we establish a condition under which a dynamic adaptive procedure, whose lambda-parameter is determined by data, will lead to conservative pi(0)- and FDR estimators. We also present asymptotic results on simultaneous conservative FDR estimation and control for a class of dynamic adaptive procedures. Simulation results show that a novel dynamic adaptive procedure achieves more power through smaller estimation errors for pi(0) under independence and mild dependence conditions. We conclude by discussing the connection between estimation and control of the FDR and show that several recently developed FDR control procedures can be cast in a unifying framework where the strength of the procedures can be easily evaluated.