On the Benjamini-Hochberg method

DOI10.1214/009053606000000425zbMath1246.62170arXivmath/0611265MaRDI QIDQ449951

José António Sousa Jorge Ferreira, Aeilko H. Zwinderman

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611265

zbMATH Keywords

multiple testing; false discovery rate; goodness of fit; empirical distributions

Mathematics Subject Classification ID

62G30: Order statistics; empirical distribution functions

62F05: Asymptotic properties of parametric tests

62J15: Paired and multiple comparisons; multiple testing

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Estimating False Discovery Proportion Under Arbitrary Covariance Dependence, Evaluations of FDR-controlling procedures in multiple hypothesis testing, A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality, A multivariate version of the Benjamini-Hochberg method, A clarifying comparison of methods for controlling the false discovery rate, A note on multiple testing for composite null hypotheses, Exact calculations for false discovery proportion with application to least favorable configura\-tions, Simultaneous testing of multiple hypotheses using generalized \(p\)-values, A review of modern multiple hypothesis testing, with particular attention to the false discovery proportion, Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators

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