[期刊论文]


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

作   者:
Wenge Guo;M. Bhaskara Rao;

出版年:2008

页     码:2024 - 2030
出版社:Elsevier BV


摘   要:

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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所属期刊
Statistics & Probability Letters
ISSN: 0167-7152
来自:Elsevier BV