On optimality of the Benjamini-Hochberg procedure for the false discovery rate

DOI10.1016/J.SPL.2008.01.069zbMATH Open1283.62154OpenAlexW1982705490MaRDI QIDQ730705FDOQ730705

Authors: Wenge Guo, M. Bhaskara Rao 

Publication date: 30 September 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.069

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Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Title not available (Why is that?)
• The control of the false discovery rate in multiple testing under dependency.
• A stochastic process approach to false discovery control.
• Adapting to unknown sparsity by controlling the false discovery rate
• A Direct Approach to False Discovery Rates
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• A step-down multiple hypotheses testing procedure that controls the false discovery rate under independence.
• Some results on false discovery rate in stepwise multiple testing procedures.
• Title not available (Why is that?)
• Operating Characteristics and Extensions of the False Discovery Rate Procedure
• On the False Discovery Rate and Expected Type I Errors
• False discovery and false nondiscovery rates in single-step multiple testing procedures
• Use of the false discovery rate for evaluating clinical safety data

Cited In (8)

• Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
• Operating Characteristics and Extensions of the False Discovery Rate Procedure
• On the unbiasedness of optimal discovery procedure
• Incorporating the empirical null hypothesis into the Benjamini-Hochberg procedure
• The false discovery rate (FDR) of multiple tests in a class room lecture
• Some optimality properties of FDR controlling rules under sparsity
• The Benjamini-Hochberg Method in the Case of Discrete Test Statistics
• Inequalities for the false discovery rate (FDR) under dependence

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