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Controlling the False Discovery Rate via Competition: is the +1 needed?

Published 28 Apr 2022 in stat.ME and stat.AP | (2204.13248v2)

Abstract: Barber and Cand`es (2015) control of the FDR in feature selection relies on estimating the FDR by the number of knockoff wins +1 divided by the number of original wins. We study the necessity of the +1 in general settings.

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