Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
AbstractWe develop a compound decision theory framework for multiple-testing problems and derive an oracle rule based on the z values that minimizes the false nondiscovery rate (FNR) subject to a constraint on the false discovery rate (FDR). We show that many commonly used multiple-testing procedures, which are p valueā€“based, are ā€¦