Abstract
For simultaneous testing of multivariate normal means with known correlation matrix against two-sided alternatives, this paper introduces new methods with proven finite-sample control of false discovery rate. The methods are obtained by shifting each p-value to the left and considering a Benjamini–Hochberg-type linear step-up procedure based on these shifted p-values. The amount of shift for each p-value is appropriately determined from the correlation matrix to achieve the desired false discovery rate control. Simulation studies and real-data application show favorable performances of the proposed methods when compared with relevant competitors.
Published Version
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