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2009 Optimal weighting for false discovery rate control
Etienne Roquain, Mark A. van de Wiel
Electron. J. Statist. 3(none): 678-711 (2009). DOI: 10.1214/09-EJS430

Abstract

How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted Benjamini-Hochberg procedure. Both finite-sample and asymptotic results are presented. Moreover, we illustrate good performance of our procedure in simulations and a genomics application. This work is particularly useful in the case of heterogeneous p-value distributions.

Citation

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Etienne Roquain. Mark A. van de Wiel. "Optimal weighting for false discovery rate control." Electron. J. Statist. 3 678 - 711, 2009. https://doi.org/10.1214/09-EJS430

Information

Published: 2009
First available in Project Euclid: 13 July 2009

zbMATH: 1326.62164
MathSciNet: MR2521216
Digital Object Identifier: 10.1214/09-EJS430

Subjects:
Primary: 62J15
Secondary: 62G10

Rights: Copyright © 2009 The Institute of Mathematical Statistics and the Bernoulli Society

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