Article ID Journal Published Year Pages File Type
1155136 Statistics & Probability Letters 2008 7 Pages PDF
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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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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