Strong approximations of level exceedences related to multiple hypothesis testing

DOI10.3150/09-BEJ220zbMath1323.62049arXiv1010.1672MaRDI QIDQ453269

Hall, Peter, Qiying Wang

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.1672

zbMATH Keywords

large deviation probability; Poisson approximation; family-wise error rate; moving average; false discovery rate; upper tail dependence; genomic data; Student's t-statistic; upper tail independence

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

62H20: Measures of association (correlation, canonical correlation, etc.)

60F10: Large deviations

Uses Software

• Bioconductor
• twilight