A comprehensive error rate for multiple testing

Djalel-Eddine Meskaldji (), Dimitri Van De Ville, Jean-Philippe Thiran and Stephan Morgenthaler
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Djalel-Eddine Meskaldji: École Polytechnique Fédérale de Lausanne (EPFL)
Dimitri Van De Ville: University of Geneva
Jean-Philippe Thiran: École Polytechnique Fédérale de Lausanne (EPFL)
Stephan Morgenthaler: École Polytechnique Fédérale de Lausanne (EPFL)

Statistical Papers, 2020, vol. 61, issue 5, No 4, 1859-1874

Abstract: Abstract Over the last two decades, a large variety of type I error rates and control procedures have been proposed in the field of multiple hypotheses testing. This paper proposes a framework that includes many existing proposals by investigating procedures in which the ordered p-values are compared to an arbitrary positive and non-decreasing threshold sequence. For this case, we derive the error rate being controlled under different assumptions on the p-values. Our focus will be on step-up procedures. The new formulation gives insight into the relations between existing error rates and opens new perspectives for the whole field of multiple testing.

Keywords: Family-wise error rate; False discovery rate; Multiple comparisons; Ordered p-values; Scaled false discovery rate; Type I error control (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00362-018-1008-y

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