Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence
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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.
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- scientific article; zbMATH DE number 3624650 (Why is no real title available?)
- scientific article; zbMATH DE number 838305 (Why is no real title available?)
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Cited in
(18)- A tutorial on statistically sound pattern discovery
- Combining independent p-values in replicability analysis: a comparative study
- Optimizing effective numbers of tests by vine copula modeling
- Rotation-based multiple testing in the multivariate linear model
- Uncertainty quantification for the family-wise error rate in multivariate copula models
- Continuous and atlas-free analysis of brain structural connectivity
- False discovery rate control under Archimedean copula
- Randomization tests for multiarmed randomized clinical trials
- On the power of some sequential multiple testing procedures
- Permutation test for heterogeneous treatment effects with a nuisance parameter
- Pointwise testing with functional data using the Westfall-Young randomization method
- Statistical significance in high-dimensional linear models
- Improved power of familywise error rate procedures for discrete data under dependency
- Permutation testing in high-dimensional linear models: an empirical investigation
- Some permutation symmetric multiple hypotheses testing rules under dependent setup
- High-dimensional simultaneous inference with the bootstrap
- Estimating the proportions in a mixed sample using transcriptomics
- Asymptotic Bayes' optimality under sparsity for exchangeable dependent multivariate normal test statistics
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