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April 2009 An adaptive step-down procedure with proven FDR control under independence
Yulia Gavrilov, Yoav Benjamini, Sanat K. Sarkar
Ann. Statist. 37(2): 619-629 (April 2009). DOI: 10.1214/07-AOS586

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.

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Yulia Gavrilov. Yoav Benjamini. Sanat K. Sarkar. "An adaptive step-down procedure with proven FDR control under independence." Ann. Statist. 37 (2) 619 - 629, April 2009. https://doi.org/10.1214/07-AOS586

Information

Published: April 2009
First available in Project Euclid: 10 March 2009

zbMATH: 1162.62069
MathSciNet: MR2502645
Digital Object Identifier: 10.1214/07-AOS586

Subjects:
Primary: 62J15

Rights: Copyright © 2009 Institute of Mathematical Statistics

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Vol.37 • No. 2 • April 2009
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