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Activity Number: 505
Type: Contributed
Date/Time: Wednesday, August 6, 2014 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract #312919
Title: Optimal Rejection Curves for Exact FDR Control
Author(s): Akim Adekpedjou*+ and Joshua Habiger
Companies: Missouri University of Science & Technology and Oklahoma State University
Keywords: fasle discovery rate ; rejection curve ; critical value curve ; critical value ; step-up procedures ; Simes line
Abstract:

Finner et al. (2009) considered a class of multiple hypothesis testing proedures based on nonlinear rejection curve that provide nonconservative control of the false discovery rate (FDR), asymptotically, and demonstrated that they could be adjusted to provide exact FDR control. However, many different types of adjusted rejection curves could be utilized. This talk proides a formal strategy for finding an optimally-adjusted rejection curve, which is the curve in a class of exact FDR-controlling curves that maximizes the power. Assessment reveals that the \beta-optimal curve considered in Finner et al. (2009) is not optimal, but is typically comparable to the optimal curve in terms of power.


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