Sanat K. Sarkar (Temple University, USA)

False Discover Rate of a Generalized Step-Up-Down Multiple Testing Procedure

This paper provides a theoretical understanding of how and why the notion of False Discovery Rate (FDR) works in a general stepwise multiple testing procedure. Also, it broadens the scope of the FDR by covering not only procedures that are more general than a step-up or step-down procedure but also situations where the test statistics are not necessarily independent.

References:

  1. Benjamini, Y. and Hochberg, Y. (1995). Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing, Journal of the Royal Statistical Society, Ser B, 57, 289-300.

  2. Sarkar, S. K. (1998), Some Probabilty Inequalities for Ordered MTP2 Random Variables: A Proof of the Simes' Conjecture, Annals of Statistics, 26, 494-504.

  3. Tamhane, A.C., Liu, W, and Dunnett, C. W. (1998). A Generalized Step-Up-Down Multiple Test Procedure, Canadian Journal of Statistics, 26, 353-363.