publication . Article . Other literature type . 2001

under dependency

Benjamini, Yoav; Yekutieli, Daniel;
Open Access
  • Published: 01 Aug 2001 Journal: The Annals of Statistics, volume 29, pages 1,165-1,188 (issn: 0090-5364, Copyright policy)
  • Publisher: Institute of Mathematical Statistics
Abstract
Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than comparable procedures which control the traditional familywise error rate. We prove that this same procedure also controls the false discovery rate when the test statistics have positive regression dependency on each of the test statistics corresponding to the true null hypotheses. This condition for positive dependency is general enough to cover many problems of practical in...
Subjects
free text keywords: Testing hypotheses suggested by the data, Type I and type II errors, False coverage rate, False discovery rate, Econometrics, Multiple comparisons problem, Per-comparison error rate, Statistics, Mathematics, Closed testing procedure, Benjamini-Hochberg Procedure, Multiple comparisons procedures, FDR, Simes’equality, Hochberg’s procedure, MTP2 densities, positive regression dependency, unidimensional latent variables, discrete test statistics, multiple endpoints many-to-one comparisons, comparisons with control, 62J15, 62G30, 47N30
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