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Please use this identifier to cite or link to this item: http://hdl.handle.net/2192/129

 
Title: FDR Control in the Presence of an Unknown Correlation Structure
Authors: Cerqueti, Roy
Costantini, Mauro
Lupi, Claudio
Keywords: Multiple testing
False discovery rate
Copulas
Issue Date: 28-Mar-2011
Abstract: The false discovery rate (FDR, Benjamini and Hochberg 1995) is a powerful approach to multiple testing. However, the original approach developed by Benjamini and Hochberg (1995) applies only to independent tests. Yekutieli (2008) showed that a modification of the Benjamini-Hochberg (BH) approach can be used in the presence of dependent tests and labelled his procedure as separate subsets BH (ssBH). However, Yekutieli (2008) left the practical specification of the subsets of p values largely un
...more
URI: http://hdl.handle.net/2192/129
Appears in Collections:4 - REPEC
Econpapers

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