For the problem of multiple testing, the Benjamini-Hochberg (B-H) procedure has become a very popular method in applications. Based on a spacings theory representation of the B-H procedure, we are able to motivate the use of shrinkage estimators for modifying the B-H procedure. Several generalizations in the paper are discussed, and the methodology is applied to real and simulated datasets.
- clustering; genomics; high-dimensional data,
- multiple comparisons,
Available at: http://works.bepress.com/debashis_ghosh/54/