Adaptive controls of FWER and FDR under block dependence

DOI10.1016/J.JSPI.2018.03.008MaRDI QIDQ2306243zbMATH OpenOpenAlexFDO

Authors Wenge Guo, Sanat K. Sarkar

Publication date 20 March 2020

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1611.03155

zbMATH Keywords

adaptive Benjamini-Hochberg methodadaptive Bonferroni methodfalse discovery ratefamilywise error ratemultiple testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Paired and multiple comparisons; multiple testing (62J15)

Abstract: Often in multiple testing, the hypotheses appear in non-overlapping blocks with the associated $p$-values exhibiting dependence within but not between blocks. We consider adapting the Benjamini-Hochberg method for controlling the false discovery rate (FDR) and the Bonferroni method for controlling the familywise error rate (FWER) to such dependence structure without losing their ultimate controls over the FDR and FWER, respectively, in a non-asymptotic setting. We present variants of conventional adaptive Benjamini-Hochberg and Bonferroni methods with proofs of their respective controls over the FDR and FWER. Numerical evidence is presented to show that these new adaptive methods can capture the present dependence structure more effectively than the corresponding conventional adaptive methods. This paper offers a solution to the open problem of constructing adaptive FDR and FWER controlling methods under dependence in a non-asymptotic setting and providing real improvements over the corresponding non-adaptive ones.

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Cited in

(3)

• Wavelet-based Benjamini-Hochberg procedures for multiple testing under dependence
• On improving some adaptive BH procedures controlling the FDR under dependence
• FDR control under block dependence

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