Two simple sufficient conditions for FDR control
| dc.creator | Blanchard, Gilles | |
| dc.creator | Roquain, Etienne | |
| dc.date | 2008-02-11 | |
| dc.date | 2008-10-21 | |
| dc.date.accessioned | 2026-07-07T10:11:20Z | |
| dc.date.available | 2026-07-07T10:11:20Z | |
| dc.description | We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call ``self-consistency condition'', concerns the algorithm itself, and the second, called ``dependency control condition'' is related to the dependency assumptions on the $p$-value family. Many standard multiple testing procedures are self-consistent (e.g. step-up, step-down or step-up-down procedures), and we prove that the dependency control condition can be fulfilled when choosing correspondingly appropriate rejection functions, in three classical types of dependency: independence, positive dependency (PRDS) and unspecified dependency. As a consequence, we recover earlier results through simple and unifying proofs while extending their scope to several regards: weighted FDR, $p$-value reweighting, new family of step-up procedures under unspecified $p$-value dependency and adaptive step-up procedures. We give additional examples of other possible applications. This framework also allows for defining and studying FDR control for multiple testing procedures over a continuous, uncountable space of hypotheses. | |
| dc.description | Published in at http://dx.doi.org/10.1214/08-EJS180 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/0802.1406 | |
| dc.identifier | http://arxiv.org/abs/0802.1406 | |
| dc.identifier | Electronic Journal of Statistics 2 (2008) 963-992 | |
| dc.identifier | doi:10.1214/08-EJS180 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/171833 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62J15, 62G10 | |
| dc.title | Two simple sufficient conditions for FDR control | |
| dc.type | text |