On a generalized false discovery rate

DOI10.1214/08-AOS617MaRDI QIDQ1018650zbMATH OpenOpenAlexFDO

Authors Wenge Guo, Sanat K. Sarkar

Publication date 20 May 2009

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.3091

zbMATH Keywords

multiple hypothesis testinggene expressionaverage powergeneralized FDRgeneralized FWERoracle \(k\)-FDR procedurestepup procedures

Mathematics Subject Classification ID

Multivariate analysis (62H99) Paired and multiple comparisons; multiple testing (62J15)

Abstract: The concept of $k$-FWER has received much attention lately as an appropriate error rate for multiple testing when one seeks to control at least $k$ false rejections, for some fixed $kge1$. A less conservative notion, the $k$-FDR, has been introduced very recently by Sarkar [Ann. Statist. 34 (2006) 394--415], generalizing the false discovery rate of Benjamini and Hochberg [J. Roy. Statist. Soc. Ser. B 57 (1995) 289--300]. In this article, we bring newer insight to the $k$-FDR considering a mixture model involving independent $p$-values before motivating the developments of some new procedures that control it. We prove the $k$-FDR control of the proposed methods under a slightly weaker condition than in the mixture model. We provide numerical evidence of the proposed methods' superior power performance over some $k$-FWER and $k$-FDR methods. Finally, we apply our methods to a real data set.

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Cited in

(14)

• Estimating the false discovery rate using the stochastic approximation algorithm
• Step-up and step-down methods for testing multiple hypotheses in sequential experiments
• On fuzzy familywise error rate and false discovery rate procedures for discrete distributions
• On stepwise control of the generalized familywise error rate
• False Discovery Rates for Spatial Signals
• False Discovery Rate Smoothing
• Simultaneous and selective inference: Current successes and future challenges
• Procedures controlling the \(k\)-FDR using bivariate distributions of the null \(p\)-values
• Deriving and comparing the distribution for the number of false positives in single step methods to control \(k\)-FWER
• On the false discovery proportion convergence under Gaussian equi-correlation
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• The false discovery rate for statistical pattern recognition
• False Discovery Rate Estimation for Frequentist Pharmacovigilance Signal Detection Methods
• k-FWER control without \(p \)-value adjustment, with application to detection of genetic determinants of multiple sclerosis in Italian twins

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