On the Benjamini-Hochberg method

J. A. Ferreira; A. H. Zwinderman

doi:https://doi.org/10.1214/009053606000000425

On the Benjamini-Hochberg method

J. A. Ferreira, A. H. Zwinderman

Research output: Contribution to journal › Article › Academic › peer-review

176 Citations (Scopus)

Abstract

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

Original language	English
Pages (from-to)	1827-1849
Journal	ANNALS OF STATISTICS
Volume	34
Issue number	4
DOIs	https://doi.org/10.1214/009053606000000425
Publication status	Published - 2006

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https://doi.org/10.1214/009053606000000425

Cite this

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title = "On the Benjamini-Hochberg method",

abstract = "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",

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AB - 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

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DO - https://doi.org/10.1214/009053606000000425

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