Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures

Nicolai Meinshausen and Peter Buhlmann

Biometrika, 2005, vol. 92, issue 4, 893-907

Abstract: We propose probabilistic lower bounds for the number of false null hypotheses when testing multiple hypotheses of association simultaneously. The bounds are valid under general and unknown dependence structures between the test statistics. The power of the proposed estimator to detect the full proportion of false null hypotheses is discussed and compared to other estimators. The proposed estimator is shown to deliver a tight probabilistic lower bound for the number of false null hypotheses in a multiple testing situation even under strong dependence between test statistics. Copyright 2005, Oxford University Press.

Date: 2005
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