Some Results on the Control of the False Discovery Rate under Dependence
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing, with procedures developed with applications in many areas. Dependence among the test statistics is a common problem, and many attempts have been made to extend the procedures. In this paper, we show that a certain degree of dependence is allowed among the test statistics, when the number of tests is large, with no need for any correction. We then suggest a way to conservatively estimate the proportion of false nulls, both under dependence and independence, and discuss the advantages of using such estimators when controlling the FDR. Copyright 2007 Board of the Foundation of the Scandinavian Journal of Statistics..
Year of publication: |
2007
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Authors: | FARCOMENI, ALESSIO |
Published in: |
Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 34.2007, 2, p. 275-297
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Publisher: |
Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association |
Saved in:
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