The Annals of Statistics

An adaptive step-down procedure with proven FDR control under independence

Yulia Gavrilov, Yoav Benjamini, and Sanat K. Sarkar

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Abstract

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 in its false discovery rate (FDR) controlling properties for a finite number of hypotheses. We prove this step-down procedure controls the FDR at level q for independent test statistics. We then numerically compare it with two other procedures with proven FDR control under independence, both in terms of power under independence and FDR control under positive dependence.

Article information

Source
Ann. Statist. Volume 37, Number 2 (2009), 619-629.

Dates
First available in Project Euclid: 10 March 2009

Permanent link to this document
http://projecteuclid.org/euclid.aos/1236693144

Digital Object Identifier
doi:10.1214/07-AOS586

Mathematical Reviews number (MathSciNet)
MR2502645

Zentralblatt MATH identifier
1162.62069

Subjects
Primary: 62J15: Paired and multiple comparisons

Keywords
Multiple testing false discovery rate

Citation

Gavrilov, Yulia; Benjamini, Yoav; Sarkar, Sanat K. An adaptive step-down procedure with proven FDR control under independence. The Annals of Statistics 37 (2009), no. 2, 619--629. doi:10.1214/07-AOS586. http://projecteuclid.org/euclid.aos/1236693144.


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References

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