Article ID Journal Published Year Pages File Type
8919487 Econometrics and Statistics 2018 11 Pages PDF
Abstract
The Benjamini-Yekutieli procedure is a multiple testing method that controls the false discovery rate under arbitrary dependence of the p-values. A modification of this and related procedures is proposed for the case when the test statistics are discrete. It is shown that taking discreteness into account can improve upon known procedures. The performance of this new procedure is evaluated for pharmacovigilance data and in a simulation study.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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