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, Issue 1,Pages <nobr>5

This article is cited 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. Zaspa^a, O. V. Shestakov^ab

^a Lomonosov Moscow State University
^b Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences

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.

UDC: 519.22

Received: 02.02.2017
Revised: 14.03.2017

DOI: 10.26456/vtpmk119