| Título: | An optimal procedure for multiple hypotheses testing | 
																
																																		
																																		
																																	
																																																				
																																						
												| Autores: | Horra, Julián de la																																							 ; 
																				Rodríguez-Bernal, María Teresa | 
																																											
																											
											| Tipo de documento: | texto impreso | 
																									
																																	
																
																											
											| Editorial: | Springer, 2015-09 | 
																									
																																	
																
																																	
																																	
																																	
																																	
																											
											| Dimensiones: | application/pdf | 
																									
																																	
																											
											| Nota general: | info:eu-repo/semantics/restrictedAccess | 
																									
																											
											| Idiomas: |  | 
																									
																																	
																																	
																																	
																																	
																											
											| Palabras clave: | Estado = Publicado  
																																							,
																										 Materia = Ciencias: Matemáticas: Estadística matemática  
																																							,
																										 Tipo = Artículo | 
																									
																											
											| Resumen: | 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. | 
																									
																																	
																																	
																											   
										   		| En línea: | https://eprints.ucm.es/33165/1/RodBernal204springer.pdf |