Installation
About
We develop a new class of distribution free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the dependence structure via sample splitting, data screening and information pooling. The proposed SDA filter first constructs a sequence of ranking statistics that fulfill global symmetry properties, and then chooses a data driven threshold along the ranking to control the FDR. For more information, see the website below and the accompanying paper: Du et al. (2020), "False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation",
Key Metrics
Downloads
Yesterday | 8 0% |
Last 7 days | 29 -22% |
Last 30 days | 110 +1% |
Last 90 days | 438 -26% |
Last 365 days | 1.664 -18% |