A discrete modification of the Benjamini–Yekutieli procedure

Sebastian Döhler

Econometrics and Statistics, 2018, vol. 5, issue C, 137-147

Abstract: The Benjamini–Yekutieli procedure is a multiple testing method that controls the false discovery rate under arbitrary dependence of the p-values. A modification of this and related procedures is proposed for the case when the test statistics are discrete. It is shown that taking discreteness into account can improve upon known procedures. The performance of this new procedure is evaluated for pharmacovigilance data and in a simulation study.

Keywords: False discovery rate; Multiple testing; Discrete data (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecosta:v:5:y:2018:i:c:p:137-147

DOI: 10.1016/j.ecosta.2016.12.002

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