期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2008
卷号:70
期号:02
页码:169--176
出版社:Indian Statistical Institute
摘要:It is a pleasure to acknowledge another insightful article by Sarkar. By
developing clever expressions for the FDP, FDR, and FNR, he manages
to prove fundamental properties of stepdown and stepup methods. It is
particularly important that the theory is sufficiently developed so as to apply
to what Sarkar calls adaptive BH methods. Here, the goal is to improve
upon the Benjamini Hochberg procedure by incorporating a data-dependent
estimate of the number of true null hypotheses. Theoretical justification of
such methods is vital and Sarkar¡¯s analysis is useful for this purpose.