作者：Sarkar, SK
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要：The concept of false discovery rate (FDR) has been receiving increasing attention by researchers in multiple hypotheses testing. This paper produces some theoretical results on the FDR in the context of stepwise multiple testing procedures with dependent test statistics. It was recently shown by Benjamini and Yekutieli that the Benjamini-Hochberg step-up procedure controls the FDR when the test statistics are positively dependent in a certain sense. This paper strengthens their work by showing...
作者：Fan, JQ; Li, RZ
作者单位：Chinese University of Hong Kong; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed in Fan and Li (2001a). It has been shown there that the resulting procedures per-form as well as if the subset of significant variables were known in advance. Such a property is called an oracle property. The proposed procedures were illustrated in the context of linear regression, robust linear regression and generalized linear models. In this paper, the nonconcave penalized likelih...
