Benjamini–Hochberg
Definition taught in High-dimensional analysis, part of Statistical learning
Benjamini–Hochberg
| Type | Definition |
| Taught in | High-dimensional analysis |
| Part | Statistical learning |
| Questions using it | 3 |
Let k be the largest i for which P_{(i)}\le (i/m)\,q^*. Then reject all H_{(i)} for i=1,\ldots,k. Reject none if no such i exists.
Used in
- Taught in High-dimensional analysis, where the derivation and examples are.
- Questions that use it (3) — A Bonferroni threshold · A step-up subtlety · Selection in many dimensions
- All 9 questions on High-dimensional analysis
See also
Bonferroni correction · Family-wise error rate · Multiple testing · False discovery rate · Tukey intervals · Rank bound · Family-wise control implies false-discovery control · Benjamini–Hochberg controls the false discovery rate · Why classical methods fail when p > n