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James-Stein estimation and the Benjamini-Hochberg procedure
Technical Report, Department of Statistics, Penn State University (2012)
  • Debashis Ghosh, Penn State University
Abstract

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.

Keywords
  • clustering; genomics; high-dimensional data,
  • multiple comparisons,
  • minimaxity
Publication Date
2012
Citation Information
Debashis Ghosh. "James-Stein estimation and the Benjamini-Hochberg procedure" Technical Report, Department of Statistics, Penn State University (2012)
Available at: http://works.bepress.com/debashis_ghosh/54/