Won, Joong-Ho; Lim, Johan; Yu, Donghyeon; Kim, Byung Soo; … - In: Statistics & Probability Letters 87 (2014) C, pp. 86-93
This paper proposes a procedure to obtain monotone estimates of both the local and the tail false discovery rates that arise in large-scale multiple testing. The proposed monotonization is asymptotically optimal for controlling the false discovery rate and also has many attractive finite-sample...