A discrete modification of the Benjamini-Yekutieli procedure

Abstract

The Benjamini-Yekutieli procedure is a multiple testing method that controls the false discovery rate under arbitrary dependence of the $p$-values. A modification of this and related procedures is proposed for the case when the test statistics are discrete. It is shown that taking discreteness into account can improve upon known procedures. The performance of this new procedure is evaluated for pharmacovigilance data and in a simulation study.