Robustness of multiple testing procedures against dependence

DOI10.1214/07-AOS557zbMath1155.62031arXiv0903.0464OpenAlexW1988414849MaRDI QIDQ1002162

Sandy Clarke, Hall, Peter

Publication date: 25 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.0464

zbMATH Keywords

multiplicitylinear processfamily-wise error ratemoving averagetime-seriessignificance levelfalse-discovery ratesimultaneous hypothesis testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Parametric hypothesis testing (62F03) Paired and multiple comparisons; multiple testing (62J15)

Related Items

The role of the p-value in the multitesting problem, On correlated \(z\)-values distribution in hypothesis testing, FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control, Self-normalization: taming a wild population in a heavy-tailed world, False Discovery Rate Smoothing, Randomized \(p\)-values for multiple testing of composite null hypotheses, Testing for outliers with conformal p-values, False Discovery Rate Control via Data Splitting, Stein's method for nonlinear statistics: a brief survey and recent progress, Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence, Strong approximations of level exceedences related to multiple hypothesis testing, RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs, k-FWER Control without p -value Adjustment, with Application to Detection of Genetic Determinants of Multiple Sclerosis in Italian Twins, False discovery variance reduction in large scale simultaneous hypothesis tests, Estimating False Discovery Proportion Under Arbitrary Covariance Dependence, Binary classification with pFDR‐pFNR losses, Innovated higher criticism for detecting sparse signals in correlated noise, False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation, Smaller $p$-values via indirect information, A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing

Cites Work

• Unnamed Item
• Unnamed Item
• Limit theorems for self-normalized large deviation
• A Cramér type large deviation result for Student's \(t\)-statistic
• Asymptotic comparison of the critical values of step-down and step-up multiple comparison procedures
• Multiple hypothesis testing in microarray experiments.
• Some probability inequalities for ordered MTP\(_2\) random variables: a proof of the Simes conjecture
• Asymptotic comparison of step-down and step-up multiple test procedures based on exchangeable test statistics
• Some remarks on Simes-type multiple tests of significance.
• The control of the false discovery rate in multiple testing under dependency.
• Multiple hypotheses testing and expected number of type I errors
• A stochastic process approach to false discovery control.
• Global and multiple test procedures using ordered \(p\)-values -- a review
• Basic concepts of multiple tests -- a survey
• False discovery and false nondiscovery rates in single-step multiple testing procedures
• Generalizations of the familywise error rate
• On the Critical Value Behaviour of Multiple Decision Procedures
• Non-parametric Estimation of Tail Dependence
• Approaches to multiplicity issues in complex research in microarray analysis
• A sharper Bonferroni procedure for multiple tests of significance
• A comparison of two modified Bonferroni procedures
• The Simes Method for Multiple Hypothesis Testing With Positively Dependent Test Statistics
• Familywise Robustness Criteria for Multiple-Comparison Procedures
• An improved Bonferroni procedure for multiple tests of significance
• Step-Up Multiple Testing of Parameters with Unequally Correlated Estimates
• Correlation and Large-Scale Simultaneous Significance Testing
• Testing Statistical Hypotheses