Post hoc confidence bounds on false positives using reference families (Q2196220)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Post hoc confidence bounds on false positives using reference families |
scientific article |
Statements
Post hoc confidence bounds on false positives using reference families (English)
0 references
28 August 2020
0 references
Ultra high-dimensional data analysis is an essential task in numerous application areas. The ``post-selection'' (or post hoc) inference is a common practice in statistical data analysis. The main contribution of this article is the introduction of a family of reference rejection sets and the criterion called joint-family-wise error rate over that family. A robust procedure to control this rate is proposed and validated.
0 references
post hoc inference
0 references
multiple testing
0 references
simes inequality
0 references
family-wise error rate
0 references
step-down algorithm
0 references
dependence
0 references
higher criticism
0 references
0 references
0 references
0 references
