On the Benjamini-Hochberg method

被引：217

作者：

Ferreira, J. A. ^{[1
]}

Zwinderman, A. H. ^{[1
]}

机构：

[1] Univ Amsterdam, Acad Med Ctr, Dept Clin Epidemiol & Biostat, NL-1100 DE Amsterdam, Netherlands

来源：

ANNALS OF STATISTICS | 2006年 / 34卷 / 04期

关键词：

multiple testing; goodness of fit; empirical distributions; false discovery rate;

D O I：

10.1214/009053606000000425

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

收藏

页码：1827 / 1849

页数：23

相关论文

共 22 条

[1] Adapting to unknown sparsity by controlling the false discovery rate [J].

Abramovich, Felix ;

Benjamini, Yoav ;

Donoho, David L. ;

Johnstone, Iain M. .

ANNALS OF STATISTICS, 2006, 34 (02) :584-653

[2]

Benjamini Y, 2001, ANN STAT, V29, P1165

[3] On the adaptive control of the false discovery fate in multiple testing with independent statistics [J].

Benjamini, Y ;

Hochberg, Y .

JOURNAL OF EDUCATIONAL AND BEHAVIORAL STATISTICS, 2000, 25 (01) :60-83

[4] CONTROLLING THE FALSE DISCOVERY RATE - A PRACTICAL AND POWERFUL APPROACH TO MULTIPLE TESTING [J].

BENJAMINI, Y ;

HOCHBERG, Y .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1995, 57 (01) :289-300

[5] Multiple-testing strategy for analyzing cDNA array data on gene expression [J].

Delongchamp, RR ;

Bowyer, JF ;

Chen, JJ ;

Kodell, RL .

BIOMETRICS, 2004, 60 (03) :774-782

[6] Higher criticism for detecting sparse heterogeneous mixtures [J].

Donoho, D ;

Jin, JS .

ANNALS OF STATISTICS, 2004, 32 (03) :962-994

[7] Multiple hypothesis testing in microarray experiments [J].

Dudoit, S ;

Shaffer, JP ;

Boldrick, JC .

STATISTICAL SCIENCE, 2003, 18 (01) :71-103

[8] Normalization and analysis of cDNA microarrays using within-array replications applied to neuroblastoma cell response to a cytokine [J].

Fan, JQ ;

Tam, P ;

Woude, GV ;

Ren, Y .

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2004, 101 (05) :1135-1140

[9] A stochastic process approach to false discovery control [J].

Genovese, C ;

Wasserman, L .

ANNALS OF STATISTICS, 2004, 32 (03) :1035-1061

[10] Operating characteristics and extensions of the false discovery rate procedure [J].

Genovese, C ;

Wasserman, L .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2002, 64 :499-517