Estimation of the False Discovery Proportion with Unknown Dependence

DOI10.1111/rssb.12204zbMath1373.62272arXiv1305.7007OpenAlexW1511750995WikidataQ47423341 ScholiaQ47423341MaRDI QIDQ5364902

X. Han, Jianqing Fan

Publication date: 29 September 2017

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.7007

zbMATH Keywords

unknown covariance matrixfalse discovery proportionlarge-scale multiple testingapproximate factor modeldependent test statistics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Paired and multiple comparisons; multiple testing (62J15)

Related Items (17)

Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data ⋮ High-dimensional two-sample mean vectors test and support recovery with factor adjustment ⋮ False discovery rate control with unknown null distribution: is it possible to mimic the oracle? ⋮ FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control ⋮ Estimating minimum effect with outlier selection ⋮ Some permutation symmetric multiple hypotheses testing rules under dependent setup ⋮ Testing of high dimensional mean vectors via approximate factor model ⋮ Skilled Mutual Fund Selection: False Discovery Control Under Dependence ⋮ A dynamic screening algorithm for hierarchical binary marketing data ⋮ Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures ⋮ False discovery variance reduction in large scale simultaneous hypothesis tests ⋮ Robust high-dimensional factor models with applications to statistical machine learning ⋮ Factor-adjusted multiple testing of correlations ⋮ False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation ⋮ Empirical Bayes analysis of RNA sequencing experiments with auxiliary information ⋮ A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing ⋮ Conditional calibration for false discovery rate control under dependence

This page was built for publication: Estimation of the False Discovery Proportion with Unknown Dependence