A strong law of large numbers related to multiple testing normal means

DOI10.1016/j.spl.2019.108693zbMath1436.62208arXiv1410.4276WikidataQ126445572 ScholiaQ126445572MaRDI QIDQ1987677

Xiongzhi Chen, Rebecca W. Doerge

Publication date: 15 April 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.4276

zbMATH Keywords

strong law of large numbers; Hermite polynomial; false discovery proportion; normal-means problem under dependence

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H15: Hypothesis testing in multivariate analysis

60F15: Strong limit theorems

62J15: Paired and multiple comparisons; multiple testing

Related Items

A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions, Variable selection via adaptive false negative control in linear regression

Cites Work

• Strong laws of large numbers for weakly correlated random variables
• Dependency and false discovery rate: asymptotics
• The effect of correlation in false discovery rate estimation
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• Operating Characteristics and Extensions of the False Discovery Rate Procedure
• Notes on Generating Functions of Polynomials: (2) Hermite Polynomials
• Variance of the Number of False Discoveries
• The Empirical Distribution of a Large Number of Correlated Normal Variables
• On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing
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