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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2017, Issue 1, Pages 5–16
DOI: https://doi.org/10.26456/vtpmk119 (Mi vtpmk119) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Theory of Probability and Mathematical Statistics

Consistency of the risk estimate of the multiple hypothesis testing with the FDR threshold

A. Yu. Zaspaa, O. V. Shestakovab

a Lomonosov Moscow State University
b Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences
Full-text PDF (385 kB) Citations (3)
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DOI: https://doi.org/10.26456/vtpmk119
Abstract: We consider the method of denoising the sparse signals based on the multiple hypothesis testing with the use of the FDR threshold. In the model with a white Gaussian noise we prove the consistency of the unbiased mean-square risk estimator.
Keywords: multiple hypothesis testing, thresholding, risk estimate, consistency.
Received: 02.02.2017
Revised: 14.03.2017
Bibliographic databases:
Document Type: Article
UDC: 519.22
Language: Russian
Citation: A. Yu. Zaspa, O. V. Shestakov, “Consistency of the risk estimate of the multiple hypothesis testing with the FDR threshold”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2017, no. 1, 5–16
Citation in format AMSBIB
\Bibitem{ZasShe17}
\by A.~Yu.~Zaspa, O.~V.~Shestakov
\paper Consistency of the risk estimate of the multiple hypothesis testing with the FDR threshold
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2017
\issue 1
\pages 5--16
\mathnet{http://mi.mathnet.ru/vtpmk119}
\crossref{https://doi.org/10.26456/vtpmk119}
\elib{https://elibrary.ru/item.asp?id=28786643}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
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