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False Discovery Control for Multiple Tests of Association Under General Dependence
Author(s) -
MEINSHAUSEN NICOLAI
Publication year - 2006
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2005.00488.x
Subject(s) - multiple comparisons problem , false discovery rate , mathematics , statistical hypothesis testing , statistics , association (psychology) , control (management) , confidence interval , envelope (radar) , econometrics , artificial intelligence , computer science , psychology , telecommunications , biochemistry , chemistry , radar , psychotherapist , gene
. We propose a confidence envelope for false discovery control when testing multiple hypotheses of association simultaneously. The method is valid under arbitrary and unknown dependence between the test statistics and allows for an exploratory approach when choosing suitable rejection regions while still retaining strong control over the proportion of false discoveries.