On optimality of the Benjamini-Hochberg procedure for the false discovery rate

Wenge Guo, M. Bhaskara Rao

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

The Benjamini-Hochberg step-up procedure controls the false discovery rate (FDR) provided the test statistics have a certain positive regression dependency. We show that this procedure controls the FDR under a weaker property and is optimal in the sense that its critical constants are uniformly greater than those of any step-up procedure with the FDR controlling property.

Original languageEnglish (US)
Pages (from-to)2024-2030
Number of pages7
JournalStatistics and Probability Letters
Volume78
Issue number14
DOIs
StatePublished - Oct 1 2008
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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