False discovery rate control under Archimedean copula
From MaRDI portal
Publication:470503
DOI10.1214/14-EJS950zbMath1305.62269arXiv1305.3897MaRDI QIDQ470503
Thorsten Dickhaus, Taras Bodnar
Publication date: 12 November 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1305.3897
exchangeability\(p\)-valuesClayton copulalinear step-up testmultiple hypotheses testingGumbel-Hougaard copula
Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Paired and multiple comparisons; multiple testing (62J15)
Related Items
Optimizing effective numbers of tests by vine copula modeling, Uncertainty quantification for the family-wise error rate in multivariate copula models, Copula modeling from Abe Sklar to the present day, Nonparametric Archimedean generator estimation with implications for multiple testing, Multivariate multiple test procedures based on nonparametric copula estimation, Copulas, uncertainty, and false discovery rate control, Bounds for the Clayton copula
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Randomized \(p\)-values for multiple testing of composite null hypotheses
- Likelihood inference for Archimedean copulas in high dimensions under known margins
- Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence
- On the false discovery proportion convergence under Gaussian equi-correlation
- An introduction to copulas.
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
- On control of the false discovery rate under no assumption of dependency
- On methods controlling the false discovery rate
- Rejoinder to: On methods controlling the false discovery rate
- On the false discovery rate and an asymptotically optimal rejection curve
- An adaptive step-down procedure with proven FDR control under independence
- Stable densities under change of scale and total variation inequalities
- Uses of exchangeability
- Uncertainty quantification for the family-wise error rate in multivariate copula models
- Archimedean copulae and positive dependence
- Asymptotic comparison of step-down and step-up multiple test procedures based on exchangeable test statistics
- A step-down multiple hypotheses testing procedure that controls the false discovery rate under independence.
- The control of the false discovery rate in multiple testing under dependency.
- Some results on false discovery rate in stepwise multiple testing procedures.
- A stochastic process approach to false discovery control.
- Choice of a null distribution in resampling-based multiple testing
- Two simple sufficient conditions for FDR control
- Stepwise normal theory multiple test procedures controlling the false discovery rate
- Dependency and false discovery rate: asymptotics
- Multiple testing procedures with applications to genomics.
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- False discovery and false nondiscovery rates in single-step multiple testing procedures
- Adaptive FDR control under independence and dependence
- ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS
- False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve
- Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control
- A Method for Simulating Stable Random Variables
- A generalized step-up-down multiple test procedure
- Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach
- A Direct Approach to False Discovery Rates
- Operating Characteristics and Extensions of the False Discovery Rate Procedure
- Families of Multivariate Distributions
- Estimating the Null and the Proportion of Nonnull Effects in Large-Scale Multiple Comparisons
- Simultaneous Statistical Inference
- A note on exchangeable sequences
