An adaptive step-down procedure with proven FDR control under independence. (English) Zbl 1162.62069

Gavrilov, Yulia; Benjamini, Yoav; Sarkar, Sanat K.

Ann. Stat. 37, No. 2, 619-629 (2009).

Summary: We study an adaptive step-down procedure for testing \(m\) hypotheses. It stems from the repeated use of the false discovery rate controlling the linear step-up procedure (sometimes called BH), and makes use of the critical constants \(iq/[(m+1 - i(1 - q)], i=1, \dots , m\). Motivated by its success as a model selection procedure, as well as by its asymptotic optimality, we are interested in its false discovery rate (FDR) controlling properties for a finite number of hypotheses. We prove that this step-down procedure controls the FDR at level \(q\) for independent test statistics. We then numerically compare it with two other procedures with proven FDR control under independence, both in terms of power under independence and FDR control under positive dependence.

MSC:

62J15	Paired and multiple comparisons; multiple testing
65C60	Computational problems in statistics (MSC2010)

Keywords:

multiple testing; false discovery rate

Software:

SAM

References:

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