False Discovery Control for Multiple Tests of Association Under General Dependence

Nicolai Meinshausen

Scandinavian Journal of Statistics, 2006, vol. 33, issue 2, 227-237

Abstract: Abstract. We propose a confidence envelope for false discovery control when testing multiple hypotheses of association simultaneously. The method is valid under arbitrary and unknown dependence between the test statistics and allows for an exploratory approach when choosing suitable rejection regions while still retaining strong control over the proportion of false discoveries.

Date: 2006
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Citations: View citations in EconPapers (6)

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https://doi.org/10.1111/j.1467-9469.2005.00488.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:33:y:2006:i:2:p:227-237

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