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math.ST2016
Finite sample bounds for expected number of false rejections under martingale dependence with applications to FDR
Julia Benditkis, Arnold Janssen
Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values . It is pointed out by Gavrilov, Benjamini and…
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…