The Annals of Statistics

On the Benjamini–Hochberg method

J. A. Ferreira and A. H. Zwinderman

Full-text: Open access

Abstract

We investigate the properties of the Benjamini–Hochberg method for multiple testing and of a variant of Storey’s generalization of it, extending and complementing the asymptotic and exact results available in the literature. Results are obtained under two different sets of assumptions and include asymptotic and exact expressions and bounds for the proportion of rejections, the proportion of incorrect rejections out of all rejections and two other proportions used to quantify the efficacy of the method.

Article information

Source
Ann. Statist. Volume 34, Number 4 (2006), 1827-1849.

Dates
First available: 3 November 2006

Permanent link to this document
http://projecteuclid.org/euclid.aos/1162567635

Digital Object Identifier
doi:10.1214/009053606000000425

Mathematical Reviews number (MathSciNet)
MR2283719

Zentralblatt MATH identifier
06075573

Subjects
Primary: 62J15: Paired and multiple comparisons 62G30: Order statistics; empirical distribution functions 60F05: Central limit and other weak theorems

Keywords
Multiple testing goodness of fit empirical distributions false discovery rate

Citation

Ferreira, J. A.; Zwinderman, A. H. On the Benjamini–Hochberg method. The Annals of Statistics 34 (2006), no. 4, 1827--1849. doi:10.1214/009053606000000425. http://projecteuclid.org/euclid.aos/1162567635.


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