An adaptive step-down procedure with proven FDR control under independence
نویسندگان
چکیده
منابع مشابه
An Adaptive Step - down Procedure with Proven Fdr Control under Independence
In this work we study an adaptive step-down procedure for testing m hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical constants iq/[(m + 1− i(1− q)], i= 1, . . . ,m. Motivated by its success as a model selection procedure, as well as by its asymptotic optimality, we are interested ...
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In the context of multiple hypotheses testing, the proportion π0 of true null hypotheses among the hypotheses to test is a quantity that often plays a crucial role, although it is generally unknown. In order to obtain more powerful procedures, recent research has focused on finding ways to estimate this proportion and incorporate it in a meaningful way in multiple testing procedures, leading to...
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The steep rise in availability and usage of high-throughput technologies in biology brought with it a clear need for methods to control the False Discovery Rate (FDR) in multiple tests. Benjamini and Hochberg (BH) introduced in 1995 a simple procedure and proved that it provided a bound on the expected value, FDR ≤ q. Since then, many authors tried to improve the BH bound, with one approach bei...
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For multiple testing problems, Benjamini and Hochberg (1995) proposed the false discovery rate (FDR) as an alternative to the family-wise error rate (FWER). Since then, researchers have provided many proofs to control the FDR under different assumptions. Storey et al. (2004) showed that the rejection threshold of a BH step-up procedure is a stopping time with respect to the reverse filtration g...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/07-aos586