A powerful FDR control procedure for multiple hypotheses

A powerful test procedure is proposed for multiple hypotheses for the false discovery rate (FDR) control. The proposed procedure is a weighted pp-value procedure which explores false null hypotheses information. It is theoretically shown to control the FDR and be more powerful than the widely used plug-in BH procedure. When there are unknown parameters estimated from the data, the asymptotic properties of the proposed procedure are discussed. The extensive simulation studies further verify the theoretical results. A real data is analyzed to illustrate the proposed method.