Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence

DOI10.1214/11-AOS946zbMATH Open1246.62124arXiv1106.2068OpenAlexW3103280585WikidataQ57707423 ScholiaQ57707423MaRDI QIDQ450006FDOQ450006

Authors: Nicolai Meinshausen, Marloes H. Maathuis, Peter Bühlmann 

Publication date: 3 September 2012

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

Abstract: Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss of power to detect true positives. We show that the Westfall--Young permutation method has asymptotically optimal power for a broad class of testing problems with a block-dependence and sparsity structure among the tests, when the number of tests tends to infinity.

Full work available at URL: https://arxiv.org/abs/1106.2068

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zbMATH Keywords

high-dimensional inferencesparsityasymptotic optimalityfamilywise error raterank-based nonparametric tests

Mathematics Subject Classification ID

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

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• A tutorial on statistically sound pattern discovery
• Combining independent p-values in replicability analysis: a comparative study
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• Rotation-based multiple testing in the multivariate linear model
• Uncertainty quantification for the family-wise error rate in multivariate copula models
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• Randomization tests for multiarmed randomized clinical trials
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