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

Wenge Guo; M. Bhaskara Rao

doi:10.1016/j.spl.2008.01.069

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

Wenge Guo, M. Bhaskara Rao

Research output: Contribution to journal › Article › peer-review

17 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 language	English (US)
Pages (from-to)	2024-2030
Number of pages	7
Journal	Statistics and Probability Letters
Volume	78
Issue number	14
DOIs	https://doi.org/10.1016/j.spl.2008.01.069
State	Published - Oct 1 2008
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2008.01.069

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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.",

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

Abstract

All Science Journal Classification (ASJC) codes

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