Estimating the false discovery rate using the stochastic approximation algorithm

• Published in: Biometrika Vol. 95; no. 4; pp. 961 - 977
• Main Authors: Liang, Faming, Zhang, Jian
• Format: Journal Article
• Language: English
• Published: Oxford University Press for Biometrika Trust 01.12.2008
• Series: Biometrika

Testing of multiple hypotheses involves statistics that are strongly dependent in some applications, but most work on this subject is based on the assumption of independence. We propose a new method for estimating the false discovery rate of multiple hypothesis tests, in which the density of test sc...