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math.ST2015
The False Discovery Rate (FDR) of Multiple Tests in a Class Room Lecture
Julia Benditkis, Philipp Heesen, Arnold Janssen
Multiple tests are designed to test a whole collection of null hypotheses simultaneously. Their quality is often judged by the false discovery rate (FDR), i.e. the expectation of t…
math.ST2014
Dynamic adaptive multiple tests with finite sample FDR control
Philipp Heesen, Arnold Janssen
The present paper introduces new adaptive multiple tests which rely on the estimation of the number of true null hypotheses and which control the false discovery rate (FDR) at leve…
math.ST2014
Inequalities for the false discovery rate (FDR) under dependence
Philipp Heesen, Arnold Janssen
Inequalities are key tools to prove FDR control of a multiple test. The present paper studies upper and lower bounds for the FDR under various dependence structures of p-values, na…