Operating characteristics and extensions of the false discovery rate procedure |
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Authors: | Christopher Genovese Larry Wasserman |
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Affiliation: | Carnegie Mellon University, Pittsburgh, USA |
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Abstract: | Summary. We investigate the operating characteristics of the Benjamini–Hochberg false discovery rate procedure for multiple testing. This is a distribution-free method that controls the expected fraction of falsely rejected null hypotheses among those rejected. The paper provides a framework for understanding more about this procedure. We first study the asymptotic properties of the `deciding point' D that determines the critical p -value. From this, we obtain explicit asymptotic expressions for a particular risk function. We introduce the dual notion of false non-rejections and we consider a risk function that combines the false discovery rate and false non-rejections. We also consider the optimal procedure with respect to a measure of conditional risk. |
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Keywords: | False discovery rate Multiple testing p-values Risk |
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