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Abstract: In this work we study an adaptive step-down procedure for testing $m$hypotheses. It stems from the repeated use of the false discovery ratecontrolling the linear step-up procedure sometimes called BH, and makes useof the critical constants $iq-m+1-i1-q$, $i=1,

.,m$. Motivated by itssuccess as a model selection procedure, as well as by its asymptoticoptimality, we are interested in its false discovery rate FDR controllingproperties for a finite number of hypotheses. We prove this step-down procedurecontrols the FDR at level $q$ for independent test statistics. We thennumerically compare it with two other procedures with proven FDR control underindependence, both in terms of power under independence and FDR control underpositive dependence.



Autor: Yulia Gavrilov, Yoav Benjamini, Sanat K. Sarkar

Fuente: https://arxiv.org/







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