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

The Benjamini-Hochberg step-up procedure controls the false discovery rate (FDR) provided the test statistics have a certain positive regression dependency. We show that this procedure controls the FDR under a weaker property and is optimal in the sense that its critical constants are uniformly greater than those of any step-up procedure with the FDR controlling property.

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Year of publication:	2008
Authors:	Guo, Wenge ; Bhaskara Rao, M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 14, p. 2024-2030
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319929