Simultaneous control of all false discovery proportions in large-scale multiple hypothesis testing

DOI10.1093/BIOMET/ASZ041zbMATH Open1435.62446arXiv1611.06739OpenAlexW2766832551WikidataQ127539554 ScholiaQ127539554MaRDI QIDQ5212909FDOQ5212909

Rosa J. Meijer, Aldo Solari, Jelle J. Goeman, Thijmen J. P. Krebs

Publication date: 30 January 2020

Published in: Biometrika (Search for Journal in Brave)

Abstract: Closed testing procedures are classically used for familywise error rate (FWER) control, but they can also be used to obtain simultaneous confidence bounds for the false discovery proportion (FDP) in all subsets of the hypotheses. In this paper we investigate the special case of closed testing with Simes local tests. We construct a novel fast and exact shortcut which we use to investigate the power of this method when the number of hypotheses goes to infinity. We show that, if a minimal amount of signal is present, the average power to detect false hypotheses at any desired FDP level does not vanish. Additionally, we show that the confidence bounds for FDP are consistent estimators for the true FDP for every non-vanishing subset. For the case of a finite number of hypotheses, we show connections between Simes-based closed testing and the procedure of Benjamini and Hochberg.

Full work available at URL: https://arxiv.org/abs/1611.06739

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zbMATH Keywords

selective inferenceSimes testHommel's procedure

Mathematics Subject Classification ID

Statistical aspects of big data and data science (62R07) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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• Closed Testing with Globaltest, with Application in Metabolomics
• Combining partial true discovery guarantee procedures
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• Mediation effect selection in high-dimensional and compositional microbiome data
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• False Discovery Control in Large-Scale Spatial Multiple Testing
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