Control of the false discovery proportion for independently tested null hypotheses
Summary: Consider the multiple testing problem of testing \(m\) null hypotheses \(H_1, \dots, H_m\), among which \(m_0\) hypotheses are truly null. Given the \(P\)-values for each hypothesis, the question of interest is how to combine the \(P\)-values to find out which hypotheses are false nulls and possibly to make a statistical inference on \(m_0\). \textit{Y. Benjamini} and \textit{Y. Hochberg} [J. R. Stat. Soc., Ser. B 57, No. 1, 289--300 (1995; Zbl 0809.62014)] proposed a classical procedure that can control the false discovery rate (FDR). The FDR control is a little bit unsatisfactory in that it only concerns the expectation of the false discovery proportion (FDP). The control of the actual random variable FDP has recently drawn much attention. For any level \(1 - \alpha\), this paper proposes a procedure to construct an upper prediction bound (UPB) for the FDP for a fixed rejection region. When \(1 - \alpha = 50 \%\), our procedure is very close to the classical Benjamini and Hochberg procedure. Simultaneous UPBs for all rejection regions' FDPs and the upper confidence bound for the unknown \(m_0\) are presented consequently. This new proposed procedure works for finite samples and hence avoids the slow convergence problem of the asymptotic theory.
- On stepdown control of the false discovery proportion
- On control of the false discovery rate under no assumption of dependency
- A note on control of the false discovery proportion
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- Stepup procedures for control of generalizations of the familywise error rate
- A stochastic process approach to false discovery control.
- Bounds for median and 50 percentage points of binomial and negative binomial distribution
- Controlling the number of false discoveries: application to high-dimensional genomic data
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
- Estimating the Proportion of True Null Hypotheses, with application to DNA Microarray Data
- False Discovery Control for Multiple Tests of Association Under General Dependence
- Generalizations of the familywise error rate
- Higher criticism for detecting sparse heterogeneous mixtures.
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 2220287 (Why is no real title available?)
- On stepdown control of the false discovery proportion
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- Statistical significance for genomewide studies
- Stepup procedures for control of generalizations of the familywise error rate
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals
- The Calculation of Distributions of Kolmogorov-Smirnov Type Statistics Including a Table of Significance Points for a Particular Case
- Only closed testing procedures are admissible for controlling false discovery proportions
- Null-free false discovery rate control using decoy permutations
- Sample size and positive false discovery rate control for multiple testing
- Testing over a continuum of null hypotheses with false discovery rate control
- Further results on controlling the false discovery proportion
- Higher criticism for large-scale inference, especially for rare and weak effects
- Multiple-testing procedures based on generalized inference of true null hypotheses proportion
- Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing
- Deriving and comparing the distribution for the number of false positives in single step methods to control \(k\)-FWER
- An inverse Laplace transform oracle estimator for the normal means problem
- Controlling false discovery proportion in identification of drug-related adverse events from multiple system organ classes
- Confidence bounds for the true discovery proportion based on the exact distribution of the number of rejections
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