Geodesic
Consistency of the risk estimate of the multiple hypothesis testing with the FDR threshold
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 1 (2017), pp. 5-16

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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. 
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     author = {A. Yu. Zaspa and O. V. Shestakov},
     title = {Consistency of the risk estimate of the multiple hypothesis testing with the {FDR} threshold},
     journal = {Vestnik Tverskogo gosudarstvennogo universiteta. Seri\^a Prikladna\^a matematika},
     pages = {5--16},
     publisher = {mathdoc},
     number = {1},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTPMK_2017_1_a0/}
}
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A. Yu. Zaspa; O. V. Shestakov. Consistency of the risk estimate of the multiple hypothesis testing with the FDR threshold. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 1 (2017), pp. 5-16. http://geodesic.mathdoc.fr/item/VTPMK_2017_1_a0/