Shrinkage in adaptive procedures for multiple testing: structure and synthesis
There has been much interest in the study of adaptive estimation procedures for controlling the false discovery rate (FDR). In this article, we take the q-value approach of Storey (2002) and show how it can reexpressed as a particular type of shrinkage estimator. This representation leads to natural conditions on finite-sample FDR control for a general class of shrinkage estimators. In addition, many previous proposals from the literature can be unified under this framework for which finite-sample FDR results can be developed. Some asymptotic results are also provided.
This document is currently not available here.