Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

DOI10.1080/01621459.2012.720478zbMath1395.62219arXiv1010.6056OpenAlexW2112659545WikidataQ38712517 ScholiaQ38712517MaRDI QIDQ4648544

Weijie Gu, X. Han, Jianqing Fan

Publication date: 9 November 2012

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.6056

zbMATH Keywords

multiple hypothesis testingfalse discovery ratefalse discovery proportionhigh-dimensional inferencegenome-wide association studiesarbitrary dependence structure

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Paired and multiple comparisons; multiple testing (62J15)

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Uses Software

• FAMT

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
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• False Discovery Control for Multiple Tests of Association Under General Dependence
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• A Direct Approach to False Discovery Rates
• Correlated z-Values and the Accuracy of Large-Scale Statistical Estimates
• Correlation and Large-Scale Simultaneous Significance Testing
• Variance of the Number of False Discoveries
• Some Results on the Control of the False Discovery Rate under Dependence

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