Variability and stability of the false discovery proportion
نویسندگان
چکیده
منابع مشابه
Exceedance Control of the False Discovery Proportion
Multiple testing methods to control the False Discovery Rate (FDR), the expected proportion of falsely rejected null hypotheses among all rejections) have received much attention. It can be valuable instead to control not the mean of this false discovery proportion (FDP) but the probability that the FDP exceeds a specified bound. In this paper, we construct a general class of methods for exceed...
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Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of even one false rejection. However, if s is large, control of the FWER is so stringent that the ability of a procedure which controls the FWER to detect false null hypothese...
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We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation ρm converges to zero as the hypothesis number m grows to infinity. By contrast with the standard convergence rate m1/2 holding under independence, this study shows that the FDP converges to the false discovery rate (FDR) at rate {min(m,...
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The probability of false discovery proportion (FDP) exceeding γ ∈ [0,1), defined as γ-FDP, has received much attention as a measure of false discoveries in multiple testing. Although this measure has received acceptance due to its relevance under dependency, not much progress has been made yet advancing its theory under such dependency in a nonasymptotic setting, which motivates our research in...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2019
ISSN: 1935-7524
DOI: 10.1214/19-ejs1544