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：183--185
出版社：Indian Statistical Institute
摘要：The false discovery rate of Benjamini and Hochberg has a great influence
in shaping modern statistical theory. Besides its relevance and utility in
contemporary statistical applications, there is mathematical elegance in its
theory that is fascinating and has motivated me, just as it it did many
others, I am sure, toward its further development and meaningful extension.
I try to bring out this elegance in the paper by presenting some important
results on FDR with different proofs and insights, in addition to offering a
possible extension of the theory of FDR to correlated test statistics. I am
delighted to see that the discussants, Professor P. K. Sen and Professors
Romano, Shaikh and Wolf, reacted positively to my paper. I thank them
for their complimentary and encouraging comments and making interesting
observations on how the theory of FDR could potentially be enriched in light
of the results presented in the paper. I must, however, mention that there
are several other important results on the FDR that I have not been able to
present in this paper. Moreover, as Gilles Blanchard has pointed out when
I requested him to comment on the final draft of this paper that somewhat
similar tools were used independently in other recent papers in proving some
of the same results presented here; see Blanchard and Roquain (2008) which
has been revised more recently after this paper is written and is avaialable
at http://arxiv.org/abs/0707.0536.
