Optimal weighting for false discovery rate control
نویسندگان
چکیده
منابع مشابه
Optimal weighting for false discovery rate control
How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted Benjamini-Hochberg procedure. Both finitesample and asymptotic results are presented. Moreover, we illustrate good performance of our procedure in simulations and a ge...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2009
ISSN: 1935-7524
DOI: 10.1214/09-ejs430