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A powerful FDR control procedure for multiple hypotheses

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  • Zhao, Haibing
  • Fung, Wing Kam

Abstract

A powerful test procedure is proposed for multiple hypotheses for the false discovery rate (FDR) control. The proposed procedure is a weighted p-value procedure which explores false null hypotheses information. It is theoretically shown to control the FDR and be more powerful than the widely used plug-in BH procedure. When there are unknown parameters estimated from the data, the asymptotic properties of the proposed procedure are discussed. The extensive simulation studies further verify the theoretical results. A real data is analyzed to illustrate the proposed method.

Suggested Citation

  • Zhao, Haibing & Fung, Wing Kam, 2016. "A powerful FDR control procedure for multiple hypotheses," Computational Statistics & Data Analysis, Elsevier, vol. 98(C), pages 60-70.
    • Handle: RePEc:eee:csdana:v:98:y:2016:i:c:p:60-70
    DOI: 10.1016/j.csda.2015.12.013
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    References listed on IDEAS

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    Cited by:

    1. Zhaoyang Tian & Kun Liang & Pengfei Li, 2021. "A powerful procedure that controls the false discovery rate with directional information," Biometrics, The International Biometric Society, vol. 77(1), pages 212-222, March.

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    Keywords

    FDR; Multiple comparisons; Power;
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