Asymptotic properties of false discovery rate controlling procedures under independence
| dc.creator | Neuvial, Pierre | |
| dc.date | 2008-03-14 | |
| dc.date | 2008-11-21 | |
| dc.date.accessioned | 2026-07-07T10:19:36Z | |
| dc.date.available | 2026-07-07T10:19:36Z | |
| dc.description | We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the expected fraction of false rejections among all rejected hypotheses. A number of refinements to the original Benjamini-Hochberg procedure [1] have been proposed, to increase power by estimating the proportion of true null hypotheses, either implicitly, leading to one-stage adaptive procedures [4, 7] or explicitly, leading to two-stage adaptive (or plug-in) procedures [2, 21]. We use a variant of the stochastic process approach proposed by Genovese and Wasserman [11] to study the fluctuations of the $\mathsf{FDP}$ achieved with each of these procedures around its expectation, for independent tested hypotheses. We introduce a framework for the derivation of generic Central Limit Theorems for the $\mathsf{FDP}$ of these procedures, characterizing the associated regularity conditions, and comparing the asymptotic power of the various procedures. We interpret recently proposed one-stage adaptive procedures [4, 7] as fixed points in the iteration of well known two-stage adaptive procedures [2, 21]. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-EJS207 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0803.2111 | |
| dc.identifier | http://arxiv.org/abs/0803.2111 | |
| dc.identifier | Electronic Journal of Statistics 2008, Vol. 2, 1065-1110 | |
| dc.identifier | doi:10.1214/08-EJS207 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/174567 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G10, 62H15, 60F05 (Primary) | |
| dc.title | Asymptotic properties of false discovery rate controlling procedures under independence | |
| dc.type | text |