Strong consistency and asymptotic normality for quantities related to the Benjamini-Hochberg false discovery rate procedure

DOI10.1016/J.SPL.2020.108713MaRDI QIDQ2175606zbMATH OpenOpenAlexFDO

Authors Grant Izmirlian

Publication date 29 April 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108713

zbMATH Keywords

false discovery ratemultiple testingcentral limit theorem (CLT)LLNaverage powerk power

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Central limit and other weak theorems (60F05) Paired and multiple comparisons; multiple testing (62J15) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• scientific article; zbMATH DE number 2026734 (Why is no real title available?)
• A Direct Approach to False Discovery Rates
• A stochastic process approach to false discovery control.
• Asymptotic properties of false discovery rate controlling procedures under independence
• Bayesian Models for Gene Expression With DNA Microarray Data
• Corrigendum to ``Asymptotic properties of false discovery rate controlling procedures under independence
• Empirical Bayes Analysis of a Microarray Experiment
• Exact calculations for false discovery proportion with application to least favorable configura\-tions
• Inequalities for the false discovery rate (FDR) under dependence
• Monotone false discovery rate
• On the performance of FDR control: constraints and a partial solution
• Operating Characteristics and Extensions of the False Discovery Rate Procedure
• Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
• Strong laws of large numbers for arrays of row-wise exchangeable random elements
• The false discovery rate (FDR) of multiple tests in a class room lecture
• The positive false discovery rate: A Bayesian interpretation and the \(q\)-value

Cited in

(5)

• Incorporating the empirical null hypothesis into the Benjamini-Hochberg procedure
• Estimating the statistical power of the Benjamini-Hochberg procedure
• A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model
• A positive false discovery rate convergence result
• On optimality of the Benjamini-Hochberg procedure for the false discovery rate

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