RT Journal Article
T1 An optimal procedure for multiple hypotheses testing
A1 Horra, Julián de la
A1 Rodríguez-Bernal, María Teresa
AB The most traditional approach to the problem of multiple hypotheses testing has been Bonferroni’s method but, in the last years, a lot of attention has been paid to Benjamini–Hochberg’s method. In this article, a general procedure is considered, where the prior information (when available) and the cost of erroneous decisions are incorporated in a setting of Bayesian decision theory. The main result in the paper is a theorem, where the existence of an optimal procedure is proved, and an explicit formulation for this optimal procedure is given.
PB Springer
SN 1578-7303
YR 2015
FD 2015-09
LK https://hdl.handle.net/20.500.14352/24153
UL https://hdl.handle.net/20.500.14352/24153
LA eng
NO Ministerio de Economía y Competitividad (MINECO)
DS Docta Complutense
RD 10 abr 2025