Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0167-7152(01)00196-1
Title: A more powerful step-up procedure for controlling the false discovery rate under independence
Authors: Kwong, K.-S. 
Wong, E.-H.
Keywords: Familywise error rate
Multiple comparisons procedures
Step-down procedure
Issue Date: 15-Jan-2002
Citation: Kwong, K.-S., Wong, E.-H. (2002-01-15). A more powerful step-up procedure for controlling the false discovery rate under independence. Statistics and Probability Letters 56 (2) : 217-225. ScholarBank@NUS Repository. https://doi.org/10.1016/S0167-7152(01)00196-1
Abstract: Recently, Benjamini and Hochberg (J. Roy. Statist. Soc. B 57 (1995) 289) and Benjamini and Liu (J. Statist. Plann. Inference 82 (1999) 163) proposed step-up and step-down multiple hypotheses testing procedures, respectively, for controlling the false discovery rate (FDR) when all the test statistics are independent. In this paper, we propose another step-up procedure such that the FDR is still controlled at a specified significance level. Based on a simulation study, the new procedure is more powerful than both existing step-up and step-down procedures, especially when most of the hypotheses are false. © 2002 Elsevier Science B.V. All rights reserved.
Source Title: Statistics and Probability Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/104941
ISSN: 01677152
DOI: 10.1016/S0167-7152(01)00196-1
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