Closure properties of classes of multiple testing procedures

DOI10.1007/S10182-017-0297-0MaRDI QIDQ2316729zbMATH OpenOpenAlexWikidataFDO

Authors Georg Hahn

Publication date 6 August 2019

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1607.04327

zbMATH Keywords

multiple hypothesis testingmonotonicitystep-up procedurestatistical significanceset operations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Paired and multiple comparisons; multiple testing (62J15)

Abstract: Statistical discoveries are often obtained through multiple hypothesis testing. A variety of procedures exists to evaluate multiple hypotheses, for instance the ones of Benjamini-Hochberg, Bonferroni, Holm or Sidak. We are particularly interested in multiple testing procedures with two desired properties: (solely) monotonic and well-behaved procedures. This article investigates to which extent the classes of (monotonic or well-behaved) multiple testing procedures, in particular the subclasses of so-called step-up and step-down procedures, are closed under basic set operations, specifically the union, intersection, difference and the complement of sets of rejected or non-rejected hypotheses. The present article proves two main results: First, taking the union or intersection of arbitrary (monotonic or well-behaved) multiple testing procedures results in new procedures which are monotonic but not well-behaved, whereas the complement or difference generally preserves neither property. Second, the two classes of (solely monotonic or well-behaved) step-up and step-down procedures are closed under taking the union or intersection, but not the complement or difference.

Recommendations

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Cited in

(4)

• Covariance-based sample selection for heterogeneous data: applications to gene expression and autism risk gene detection
• A new closed multiple testing procedure for hierarchical families of hypotheses
• Closed testing procedures in multi-sample models under a simple ordered restriction
• The online closure principle

Describes a project that uses

Uses Software

• MCFDR
• MMCTest
• ORIOGEN

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