Nonparametric Bayesian Estimation of Positive False Discovery Rates
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- Allison, David B. & Gadbury, Gary L. & Heo, Moonseong & Fernandez, Jose R. & Lee, Cheol-Koo & Prolla, Tomas A. & Weindruch, Richard, 2002. "A mixture model approach for the analysis of microarray gene expression data," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 1-20, March.
- Chen-An Tsai & Huey-miin Hsueh & James J. Chen, 2003. "Estimation of False Discovery Rates in Multiple Testing: Application to Gene Microarray Data," Biometrics, The International Biometric Society, vol. 59(4), pages 1071-1081, December.
- Christopher Genovese & Larry Wasserman, 2002. "Operating characteristics and extensions of the false discovery rate procedure," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 499-517, August.
- John D. Storey, 2002. "A direct approach to false discovery rates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 479-498, August.
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Cited by:
- Laurent Barras & Olivier Scaillet & Russ Wermers, 2010.
"False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas,"
Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
- Olivier Scaillet & Laurent Barras & Russell R. Wermers, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Working Papers CEB 05-014.RS, ULB -- Universite Libre de Bruxelles.
- Barras, Laurent & Scaillet, Olivier & Wermers, Russ, 2009. "False discoveries in mutual fund performance: Measuring luck in estimated alphas," CFR Working Papers 06-02, University of Cologne, Centre for Financial Research (CFR).
- Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2008. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Swiss Finance Institute Research Paper Series 08-18, Swiss Finance Institute.
- Laurent BARRAS & Olivier SCAILLET & Russ WERMERS, 2005. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," FAME Research Paper Series rp163, International Center for Financial Asset Management and Engineering.
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2018.
"Bayesian Nonparametric Calibration and Combination of Predictive Distributions,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 675-685, April.
- Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2015. "Bayesian nonparametric calibration and combination of predictive distributions," Working Paper 2015/03, Norges Bank.
- Roberto Casarin & Federico Bassetti & Francesco Ravazzolo, 2015. "Bayesian Nonparametric Calibration and Combination of Predictive Distributions," Working Papers 2015:04, Department of Economics, University of Venice "Ca' Foscari".
- Yu, Chang & Zelterman, Daniel, 2017. "A parametric model to estimate the proportion from true null using a distribution for p-values," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 105-118.
- Chang Yu & Daniel Zelterman, 2020. "Distributions associated with simultaneous multiple hypothesis testing," Journal of Statistical Distributions and Applications, Springer, vol. 7(1), pages 1-17, December.
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