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math.ST2019
Dependence correction of multiple tests with applications to sparsity
Marc Ditzhaus, Arnold Janssen
The present paper establishes new multiple procedures for simultaneous testing of a large number of hypotheses under dependence. Special attention is devoted to experiments with ra…
math.ST2018
On the consistency of adaptive multiple tests
Marc Ditzhaus, Arnold Janssen
Much effort has been done to control the "false discovery rate" (FDR) when hypotheses are tested simultaneously. The FDR is the expectation of the "false discovery proportion"…