A Holm-type procedure controlling the false discovery rate

Author(s): Ge, Y; Sealfon, SC; Tseng, CH; Speed, TP;
Details: Publication Year 2007-12,Volume 77,Issue #18,Page 1756-1762
Journal Title: STATISTICS & PROBABILITY LETTERS
Publication Type: Journal Article
Abstract: Benjamini and Hochberg [1995. Controlling the false discovery rate: a practical and powerful approach to multiple testing. J. Roy. Statist. Soc. Ser. B 57, 289-300] proposed a step-up procedure controlling the false discovery rate (FDR) under the assumption that test statistics are independent. Benjamini and Yekutieli [2001. The control of false discovery rate in multiple hypothesis testing under dependency. Ann. Statist. 29 (4) 1165-1188] further developed a conservative procedure without this assumption. This paper proposes a Holm-type procedure controlling the FDR. This simple step-down procedure can be more powerful than the Benjamini and Yekutieli (2001) procedure when the number of rejected hypotheses is smaller than In(m), where m is the total number of hypotheses. (C) 2007 Elsevier B.V. All rights reserved.
Publisher: ELSEVIER SCIENCE BV
Publisher's Version: https://doi.org/10.1016/j.spl.2007.04.019
Terms of Use/Rights Notice: Refer to copyright notice on published article.

Creation Date: 2007-12-01 12:00:00