The DOI matches its Crossref record; 9 of the 9 references it cites were found in a registry or an index.
Operating Characteristics and Extensions of the False Discovery Rate Procedure
Open accessAbstract
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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Cites
Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing
Benjamini, Y., & Hochberg, Y. (1995) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1995.tb02031.x · Cited by 109,482
The control of the false discovery rate in multiple testing under dependency
Benjamini, Y., & Yekutieli, D. (2001) · The Annals of Statistics · doi:10.1214/aos/1013699998 · Cited by 10,490
Probability Inequalities for sums of Bounded Random Variables
Hoeffding, W. (1994) · Springer Series in Statistics · doi:10.1007/978-1-4612-0865-5_26 · Cited by 6,666
A Direct Approach to False Discovery Rates
Storey, J. D. (2002) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/1467-9868.00346 · Cited by 5,603
Probability Inequalities for Sums of Bounded Random Variables
Hoeffding, W. (1963) · Journal of the American Statistical Association · doi:10.1080/01621459.1963.10500830 · Cited by 4,852
Empirical Bayes analysis of a microarray experiment
Efron, B., Tibshirani, R., Storey, J. D., & Tusher, V. (2001) · Journal of the American Statistical Association · doi:10.1198/016214501753382129 · Cited by 1,733
Adapting to unknown sparsity by controlling the false discovery rate
Abramovich, F., Benjamini, Y., Donoho, D. L., & Johnstone, I. M. (2006) · The Annals of Statistics · doi:10.1214/009053606000000074 · Cited by 455
Conditional Confidence Statements and Confidence Estimators
Kiefer, J. (1977) · Journal of the American Statistical Association · doi:10.1080/01621459.1977.10479956 · Cited by 168
Berger, J. O., Brown, L. D., & Wolpert, R. L. (1994) · The Annals of Statistics · doi:10.1214/aos/1176325757 · Cited by 118
Cited by
Statistical significance for genomewide studies
Storey, J. D., & Tibshirani, R. (2003) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.1530509100 · Cited by 9,692
Adaptive linear step-up procedures that control the false discovery rate
Benjamini, Y., Krieger, A. M., & Yekutieli, D. (2006) · Biometrika · doi:10.1093/biomet/93.3.491 · Cited by 3,228
The positive false discovery rate: a Bayesian interpretation and the q-value
Storey, J. D. (2003) · The Annals of Statistics · doi:10.1214/aos/1074290335 · Cited by 2,204
Why We (Usually) Don't Have to Worry About Multiple Comparisons
Gelman, A., Hill, J., & Yajima, M. (2012) · Journal of Research on Educational Effectiveness · doi:10.1080/19345747.2011.618213 · Cited by 1,274
False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
Benjamini, Y., & Yekutieli, D. (2005) · Journal of the American Statistical Association · doi:10.1198/016214504000001907 · Cited by 671
Metadata
- Authors
- Genovese, C., & Wasserman, L.
- Venue
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Publisher
- Oxford University Press (OUP)
- Published
- 2002-08-01
- Volume
- 64
- Issue
- 3
- Pages
- 499-517
- ISSN
- 1369-7412 (ISSN-L)
- 1467-9868
- OpenAlex
- W2134696273
- Cited by
- 561
- References
- 9
- FWCI
- 20.51
- Type
- journal article
- Language
- en
- Open access
- bronze
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