Asymptotic properties of false discovery rate controlling procedures under independence
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of False Discovery Rate Controlling Procedures Under Independence
This paper investigates the performance of a family of multiple comparison procedures which have been designed to provide strong control of the False Discovery Rate (FDR). The FDR is the expected False Discovery Proportion (FDP), that is, the expected fraction of false rejections among all rejected hypotheses. Starting from the Benjamini-Hochberg procedure [1], a number of refinements have been...
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Procedures controlling error rates measuring at least k false rejections, instead of at least one, can potentially increase the ability of a procedure to detect false null hypotheses in situations where one seeks to control k or more false rejections having tolerated a few of them. The k-FWER, which is the probability of at least k false rejections and generalizes the usual familywise error rat...
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The False Discovery Rate (FDR) is a commonly used type I error rate in multiple testing problems. It is defined as the expected False Discovery Proportion (FDP), that is, the expected fraction of false positives among rejected hypotheses. When the hypotheses are independent, the Benjamini-Hochberg procedure achieves FDR control at any pre-specified level. By construction, FDR control offers no ...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2008
ISSN: 1935-7524
DOI: 10.1214/08-ejs207