Predicting False Discovery Proportion Under Dependence

@inproceedings{Ghosal2010PredictingFD,
  title={Predicting False Discovery Proportion Under Dependence},
  author={Subhashis Ghosal and Anindya Roy},
  year={2010}
}
We present a flexible framework for predicting error measures in multiple testing situation under dependence. Our approach is based on modeling the distribution of probit transform of p-values by mixtures of multivariate skewnormal distributions. The model can incorporate dependence among p-values and also allows for shape restrictions on the p-value density. A nonparametric Bayesian scheme for estimating the components of the mixture model is outlined and Markov chain Monte-Carlo algorithms… CONTINUE READING

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