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 language | English (US) |
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Pages (from-to) | 2024-2030 |
Number of pages | 7 |
Journal | Statistics and Probability Letters |
Volume | 78 |
Issue number | 14 |
DOIs | |
State | Published - Oct 1 2008 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty