Some Results on the Control of the False Discovery Rate under Dependence

Alessio Farcomeni

Scandinavian Journal of Statistics, 2007, vol. 34, issue 2, 275-297

Abstract: Abstract. Controlling the false discovery rate (FDR) is a powerful approach to multiple testing, with procedures developed with applications in many areas. Dependence among the test statistics is a common problem, and many attempts have been made to extend the procedures. In this paper, we show that a certain degree of dependence is allowed among the test statistics, when the number of tests is large, with no need for any correction. We then suggest a way to conservatively estimate the proportion of false nulls, both under dependence and independence, and discuss the advantages of using such estimators when controlling the FDR.

Date: 2007
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Citations: View citations in EconPapers (17)

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https://doi.org/10.1111/j.1467-9469.2006.00530.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:34:y:2007:i:2:p:275-297

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