On the Benjamini-Hochberg method

By José Augusto Ferreira, Aeilko H. Zwinderman. 2006

583 citations recorded by the source corpus.

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

Subfields: Management Science and Operations Research, Molecular Biology, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/2bf056cd01d3636f19cb15df72fda5967c42d28e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Étienne Roquain
2. E.J. Candes
3. Rina Foygel Barber
4. Fanny Villers
5. Jiashun Jin
6. Ang Li
7. Ruth Heller
8. Yoav Benjamini

In Molecular Biology

1. Ruth Heller
2. Yoav Benjamini
3. Fanny Villers
4. E.J. Candes
5. Ang Li
6. Richard J. Samworth
7. Étienne Roquain
8. Rina Foygel Barber

In Statistics and Probability

1. Étienne Roquain
2. E.J. Candes
3. Rina Foygel Barber
4. Fanny Villers
5. Ang Li
6. Yoav Benjamini
7. Jiashun Jin
8. Richard J. Samworth

Citations in the corpus

• Proportion of non‐zero normal means: universal oracle equivalences and uniformly consistent estimators (2008, background): “The following theorem is proved in Benjamini and Yekutieli (2005) and Ferreira and Zwinderman (2006).”
• False Discovery Rates for Spatial Signals (2007, result): “Genovese and Wasserman (2004), Storey et al. (2004), and Ferreira and Zwinderman (2006) have published similar results under slightly different conditions and for different estimates of the proportion of null hypothesis.”
• Robust inference with knockoffs (2018, background): “Other proof techniques, however, operate by removing or leaving out one hypothesis (or one p-value); see Ferreira and Zwinderman [6] for example.”
• Journal of the American Statistical Association Estimating False Discovery Proportion under Arbitrary Covariance Dependence Estimating False Discovery Proportion under Arbitrary Covariance Dependence (unknown): “The equivalence between the two methods has been theoretically studied by Storey, Taylor, and Siegmund (2004) and Ferreira and Zwinderman (2006).”
• Multiple testing with the structure‐adaptive Benjamini–Hochberg algorithm (2016, methodology): “Conversely, an existing method by Genovese et al. (2006) handles general structures by reweighting the p-values in a non-adaptive way.”
• Exact calculations for false discovery proportion with application to least favorable configurations (2010, methodology): “For an arbitrary distribution of the p -values under the alternative, Ferreira and Zwinderman (2006) gave a first exact expression for the moment of the FDP of the LSU procedure under independence [12].”