Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations

DOI10.1016/J.JMVA.2019.06.003MaRDI QIDQ2274975zbMATH OpenOpenAlexFDO

Authors Xiongzhi Chen

Publication date 1 October 2019

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.03889

zbMATH Keywords

analytic functionsBessel functionsconcentration inequalitiesFourier transformLambert W functionsLebesgue-Stieltjes integral equationsMellin transformnatural exponential familyproportion of false null hypotheses

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Paired and multiple comparisons; multiple testing (62J15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: The proportion of false null hypotheses is a very important quantity in statistical modelling and inference based on the two-component mixture model and its extensions, and in control and estimation of the false discovery rate and false non-discovery rate. Most existing estimators of this proportion threshold p-values, deconvolve the mixture model under constraints on its components, or depend heavily on the location-shift property of distributions. Hence, they usually are not consistent, applicable to non-location-shift distributions, or applicable to discrete statistics or p-values. To eliminate these shortcomings, we construct uniformly consistent estimators of the proportion as solutions to Lebesgue-Stieltjes integral equations. In particular, we provide such estimators respectively for random variables whose distributions have Riemann-Lebesgue type characteristic functions, form discrete natural exponential families with infinite supports, and form natural exponential families with separable moment sequences. We provide the speed of convergence and uniform consistency class for each such estimator under independence. In addition, we provide example distribution families for which a consistent estimator of the proportion cannot be constructed using our techniques.

Recommendations

• On efficient estimators of the proportion of true null hypotheses in a multiple testing setup
• Estimating the proportion of true null hypotheses in nonparametric exponential mixture model with appication to the leukemia gene expression data
• A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality
• A moment-based method for estimating the proportion of true null hypotheses and its application to microarray gene expression data
• scientific article; zbMATH DE number 5361937

Cites work

• A Direct Approach to False Discovery Rates
• A Modified False Discovery Rate Multiple-Comparisons Procedure for Discrete Data, Applied to Human Immunodeficiency Virus Genetics
• A new approach to multiple testing of grouped hypotheses
• A stochastic process approach to false discovery control.
• Adaptive estimation of the sparsity in the Gaussian vector model
• Adaptive false discovery rate control under independence and dependence
• Empirical Bayes Analysis of a Microarray Experiment
• Estimating the first zero of a characteristic function.
• Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
• 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
• Estimation of a Two-component Mixture Model with Applications to Multiple Testing
• False discovery and false nondiscovery rates in single-step multiple testing procedures
• Generalized hyperbolic secant distributions. With applications to finance
• scientific article; zbMATH DE number 3635287 (Why is no real title available?)
• scientific article; zbMATH DE number 846015 (Why is no real title available?)
• scientific article; zbMATH DE number 1419210 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• Infinitely Divisible Laws Associated with Hyperbolic Functions
• Lectures on natural exponential families and their variance functions
• Multiple testing with discrete data: proportion of true null hypotheses and two adaptive FDR procedures
• Natural real exponential families with cubic variance functions
• On Strict Arcsine Distribution
• Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
• Proportion of Non-Zero Normal Means: Universal Oracle Equivalences and Uniformly Consistent Estimators
• Simultaneous Testing of Grouped Hypotheses: Finding Needles in Multiple Haystacks
• Small-sample estimation of negative binomial dispersion, with applications to SAGE data
• Some Generalizations of the Riemann–Lebesgue Lemma
• Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
• The control of the false discovery rate in multiple testing under dependency.
• THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
• The limiting behavior of a modified maximal symmetric 2s-spacing with applications
• The NBP negative binomial model for assessing differential gene expression from RNA-Seq
• The Optimal Discovery Procedure: A New Approach to Simultaneous Significance Testing
• The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
• Use of the false discovery rate for evaluating clinical safety data

Cited in

(6)

• On the usage of randomized p-values in the Schweder-Spjøtvoll estimator
• A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions
• scientific article; zbMATH DE number 1046392 (Why is no real title available?)
• Estimating the proportion of signal variables under arbitrary covariance dependence
• A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality
• Uniformly consistent proportion estimation for composite hypotheses via integral equations: ``the case of Gamma random variables

This page was built for publication: Uniformly consistently estimating the proportion of false null hypotheses via Lebesgue-Stieltjes integral equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2274975)