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False discovery rate estimation for large-scale homogeneous discrete p-values

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  • Kun Liang

Abstract

type="main" xml:lang="en"> Large-scale homogeneous discrete p-values are encountered frequently in high-throughput genomics studies, and the related multiple testing problems become challenging because most existing methods for the false discovery rate (FDR) assume continuous p-values. In this article, we study the estimation of the null proportion and FDR for discrete p-values with common support. In the finite sample setting, we propose a novel class of conservative FDR estimators. Furthermore, we show that a broad class of FDR estimators is simultaneously conservative over all support points under some weak dependence condition in the asymptotic setting. We further demonstrate the significant improvement of a newly proposed method over existing methods through simulation studies and a case study.

Suggested Citation

  • Kun Liang, 2016. "False discovery rate estimation for large-scale homogeneous discrete p-values," Biometrics, The International Biometric Society, vol. 72(2), pages 639-648, June.
    • Handle: RePEc:bla:biomet:v:72:y:2016:i:2:p:639-648
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    Cited by:

    1. Marta Cousido‐Rocha & Jacobo de Uña‐Álvarez & Sebastian Döhler, 2022. "Multiple comparison procedures for discrete uniform and homogeneous tests," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(1), pages 219-243, January.
    2. Wang, Li, 2022. "New testing procedures with k-FWER control for discrete data," Statistics & Probability Letters, Elsevier, vol. 180(C).
    3. Georgios Sermpinis & Arman Hassanniakalager & Charalampos Stasinakis & Ioannis Psaradellis, 2018. "Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices," Papers 1811.06766, arXiv.org, revised Jun 2019.
    4. Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021. "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).

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