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Please use this identifier to cite or link to this item: http://hdl.handle.net/2192/168

 
Title: A copula-based analysis of false discovery rate control under dependence assumptions
Authors: Cerqueti, Roy
Costantini, Mauro
Lupi, Claudio
Keywords: Multiple testing
False discovery rate
Copulas
Issue Date: 19-May-2012
Abstract: The false discovery rate (FDR) first introduced in Benjamini and Hochberg (1995) is a powerful approach to multiple testing. Benjamini and Yekutieli (2001) proved that the original procedure developed for independent test statistics controls the FDR also for positively dependent test statistics. Furthermore, Yekutieli (2008) showed that a modification of the original procedure can be used even in the presence of non-positively regression dependent test statistics. In this paper we elaborate on Y
...more
URI: http://hdl.handle.net/2192/168
Appears in Collections:4 - REPEC
Econpapers

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