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Controlling the false discovery rate via competition: Is the +1 needed?

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  • Rajchert, Andrew
  • Keich, Uri

Abstract

Barber and Candès (2015) control of the FDR in feature selection relies on estimating the FDR by the number of knockoff wins +1 divided by the number of original wins. We study the necessity of the +1 in general settings.

Suggested Citation

  • Rajchert, Andrew & Keich, Uri, 2023. "Controlling the false discovery rate via competition: Is the +1 needed?," Statistics & Probability Letters, Elsevier, vol. 197(C).
    • Handle: RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000433
    DOI: 10.1016/j.spl.2023.109819
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    References listed on IDEAS

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    1. Emmanuel Candès & Yingying Fan & Lucas Janson & Jinchi Lv, 2018. "Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(3), pages 551-577, June.
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