Type I error rate control for testing many hypotheses: a survey with proofs

zbMATH Open1316.62115arXiv1012.4078MaRDI QIDQ5263261FDOQ5263261

Authors: Étienne Roquain 

Publication date: 13 July 2015

Full work available at URL: https://arxiv.org/abs/1012.4078

Recommendations

• Generalizations of the familywise error rate
• Stepup procedures for control of generalizations of the familywise error rate
• Control of generalized error rates in multiple testing
• A note on control of the false discovery proportion
• Step-up and step-down procedures controlling the number and proportion of false positives

zbMATH Keywords

multiple testingtype I error ratefalse discovery proportionpositive dependencestep-downfamily-wise error step-up

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (8)

• Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations
• A scan procedure for multiple testing: beyond threshold-type procedures
• Type I error control and the power to detect factorial effects
• False discovery variance reduction in large scale simultaneous hypothesis tests
• On false discovery rate thresholding for classification under sparsity
• On the power of some sequential multiple testing procedures
• New procedures controlling the false discovery proportion via Romano-Wolf's heuristic
• Controlling the false discovery exceedance for heterogeneous tests

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