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Generalized Benjamini-Hochberg procedures using spacings
Technical Report, Penn State University (2011)
  • Debashis Ghosh, Penn State University
Abstract

For the problem of multiple testing, the Benjamini-Hochberg (B-H) procedure has become a very popular method in applications. We show how the B-H procedure can be interpreted as a test based on the spacings corresponding to the p-value distributions. Using this equivalence, we develop a class of generalized B-H procedures that maintain control of the false discovery rate in finite-samples. We also consider the effect of correlation on the procedure; simulation studies are used to illustrate the methodology.

Keywords
  • clustering,
  • dependence,
  • multiple testing,
  • simultaneous inference,
  • spacings
Publication Date
2011
Citation Information
Debashis Ghosh. "Generalized Benjamini-Hochberg procedures using spacings" Technical Report, Penn State University (2011)
Available at: http://works.bepress.com/debashis_ghosh/48/