Stepup procedures controlling generalized FWER and generalized FDR

DOI10.1214/009053607000000398zbMATH Open1129.62066arXiv0803.2934OpenAlexW3099939077MaRDI QIDQ2473069FDOQ2473069

Authors: Sanat K. Sarkar 

Publication date: 26 February 2008

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

Abstract: In many applications of multiple hypothesis testing where more than one false rejection can be tolerated, procedures controlling error rates measuring at least $k$ false rejections, instead of at least one, for some fixed $kge1$ can potentially increase the ability of a procedure to detect false null hypotheses. The $k$-FWER, a generalized version of the usual familywise error rate (FWER), is such an error rate that has recently been introduced in the literature and procedures controlling it have been proposed. A further generalization of a result on the $k$-FWER is provided in this article. In addition, an alternative and less conservative notion of error rate, the $k$-FDR, is introduced in the same spirit as the $k$-FWER by generalizing the usual false discovery rate (FDR). A $k$-FWER procedure is constructed given any set of increasing constants by utilizing the $k$th order joint null distributions of the $p$-values without assuming any specific form of dependence among all the $p$-values. Procedures controlling the $k$-FDR are also developed by using the $k$th order joint null distributions of the $p$-values, first assuming that the sets of null and nonnull $p$-values are mutually independent or they are jointly positively dependent in the sense of being multivariate totally positive of order two (MTP${}_2$) and then discarding that assumption about the overall dependence among the $p$-values.

Full work available at URL: https://arxiv.org/abs/0803.2934

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zbMATH Keywords

equicorrelated multivariate normalgeneralized BH proceduregeneralized BY proceduregeneralized Hochberg proceduregeneralized Holm procedure

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Multivariate analysis (62H99) Hypothesis testing in multivariate analysis (62H15) Paired and multiple comparisons; multiple testing (62J15)

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