On the Benjamini-Hochberg method

On the Benjamini-Hochberg method
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DOI:
10.1214/009053606000000425
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发表时间:
2006-08-01
影响因子:
4.5
通讯作者:
Zwinderman, A. H.
Zwinderman, A. H.
中科院分区:
数学1区
文献类型:
--
作者:
Ferreira, J. A.;Zwinderman, A. H.

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我们研究了用于多重检验的本雅明尼 - 霍赫贝格(Benjamini - Hochberg)方法以及斯托里(Storey)对其推广的一种变体的性质,扩展并补充了文献中已有的渐近和精确结果。结果是在两组不同的假设条件下获得的,包括拒绝比例、所有拒绝中错误拒绝的比例以及用于量化该方法有效性的另外两个比例的渐近和精确表达式及界限。
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.