False Discovery Control for Multiple Tests of Association Under General Dependence |
| |
Authors: | NICOLAI MEINSHAUSEN |
| |
Institution: | Seminar für Statistik, ETH Zürich |
| |
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. |
| |
Keywords: | false discovery proportion false discovery rate multiple testing |
|