On the Benjamini-Hochberg method

• 成果类型: Article
• 署名作者: Ferreira, J. A.; Zwinderman, A. H.
• 署名单位: University of Amsterdam; Academic Medical Center Amsterdam
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053606000000425
• 发表日期: 2006
• 页码: 1827-1849
• 关键词: false discovery rate; multiple testing procedures; rates

摘要

We investigate the properties of the Benjamini-Hochberg method for multiple testing and of a variant of Storey's generalization of it, extending and complementing the asymptotic and exact results available in the literature. Results are obtained under two different sets of assumptions and include asymptotic and exact expressions and bounds for the proportion of rejections, the proportion of incorrect rejections out of all rejections and two other proportions used to quantify the efficacy of the method.