n many scientific problems involving high-throughput technology, inference must be made involving several hundreds or thousands of hypotheses. Recent attention has focused on how to address the multiple testing issue; much focus has been devoted towards use of the false discovery rate. In this article, we consider an alternative estimation procedure titled shrunken p-values for assessing differential expression (SPADE). The estimators are motivated by risk considerations from decision theory and lead to a completely new method for adjustment in the multiple testing problem. Some theoretical results are outlined. The proposed methodology is illustrated using simulation studies and with application to data from a prostate cancer gene expression profiling study.
Ghosh, Debashis, "Shrunken p-values for assessing differential expression, with applications to genomic data analysis" (August 2005). The University of Michigan Department of Biostatistics Working Paper Series. Working Paper 55.