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Lecture Notes-Monograph Series
Controlling the false discovery rate has been increasingly utilized in high dimensional screening studies where multiplicity is a problem. Most methods do not explicitly take the correlation between the data or the test statistics into account, with consequent loss of power. In this paper, we use least favorable configurations to obtain critical values for both step-down and step-up procedures, valid for both dependent and independent hypotheses. The concept of a "minimum critical value" (MCV)doi:10.1214/lnms/1196285629 fatcat:5pzqdkprlnfy3gwnot2u6ksqee