Operating characteristics and extensions of the false discovery rate procedure

@inproceedings{Genovese2002OperatingCA,
  title={Operating characteristics and extensions of the false discovery rate procedure},
  author={Christopher R. Genovese and Lawrence H. Wasserman},
  year={2002}
}
We investigate the operating characteristics of the Benjamini-Hochberg false discovery rate procedure for multiple testing. This is a distribution-free method that controls the expected fraction of falsely rejected null hypotheses among those rejected. The paper provides a framework for understanding more about this procedure. We first study the asymptotic properties of the `deciding point' "D" that determines the critical "p"-value. From this, we obtain explicit asymptotic expressions for a… CONTINUE READING
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