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2013 On improving some adaptive BH procedures controlling the FDR under dependence
Li He, Sanat K. Sarkar
Electron. J. Statist. 7: 2683-2701 (2013). DOI: 10.1214/13-EJS855


Blanchard and Roquain (2009) presented for the first time methods of adapting the Benjamini-Hochberg (BH) method to data through an estimate of the proportion of true null hypotheses that continue to control the false discovery rate (FDR) under positive dependence in a non-asymptotic setting. However, they are often too conservative to provide a real improvement of the BH method. To obtain adaptive BH methods with proven FDR control improving the original BH method in more situations than what are seen in Blanchard and Roquain (2009), we propose alternative versions of the Blanchard-Roquain methods under some additional assumptions allowing explicit use of pairwise correlations whenever they are available. We offer numerical evidence of improved performances of the proposed alternatives in two scenarios involving test statistics satisfying the positive dependence conditions assumed for the main results.


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Li He. Sanat K. Sarkar. "On improving some adaptive BH procedures controlling the FDR under dependence." Electron. J. Statist. 7 2683 - 2701, 2013.


Published: 2013
First available in Project Euclid: 11 November 2013

zbMATH: 1349.62339
MathSciNet: MR3138834
Digital Object Identifier: 10.1214/13-EJS855

Primary: 62J15
Secondary: 62G10

Rights: Copyright © 2013 The Institute of Mathematical Statistics and the Bernoulli Society


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