Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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 4 scientific papers (total in 4 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 (4)
References:
PDF
HTML
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}
Linking options:
  • https://www.mathnet.ru/eng/vtpmk119
  • https://www.mathnet.ru/eng/vtpmk/y2017/i1/p5
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025