A note on multiple testing using mixture models
نویسنده
چکیده
The multiple testing procedure by Efron et al. (Efron et al., 2000; Efron et al., 2001) using mixture model in an Empirical Bayes setting has recently received a fair bit of attention. This procedure departs from most traditional approaches in that it attempts to borrow strength across variables to improve inference. The relative innovative nature of this technique warrants a careful study into its properties. This short note aims to clarify the underlying assumptions and weaknesses of the method.
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