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Multiple Testing and the False Discovery Rate

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A Course in Mathematical Statistics and Large Sample Theory

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Abstract

Here is an introduction to the theory of the false discovery rates (FDR) developed by Benjamini and Hochberg (Journal of the Royal Statistical Society, Series B, 57, 289–300, 1995), Benjamini and Yekatieli (Annals of Statistics, 29(4), 1165–1188, 2001) and others, dealing with the problem of testing a large number of hypotheses often based on relatively small or moderate sample sizes.

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Bhattacharya, R., Lin, L., Patrangenaru, V. (2016). Multiple Testing and the False Discovery Rate. In: A Course in Mathematical Statistics and Large Sample Theory. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-4032-5_13

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