ONLY CLOSED TESTING PROCEDURES ARE ADMISSIBLE FOR CONTROLLING FALSE DISCOVERY PROPORTIONS
成果类型：
Article
署名作者：
Goeman, Jelle J.; Hemerik, Jesse; Solari, Aldo
署名单位：
Leiden University; Leiden University Medical Center (LUMC); Leiden University - Excl LUMC; University of Oslo; Wageningen University & Research; University of Milano-Bicocca
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/20-AOS1999
发表日期：
2021
页码：
1218-1238
关键词：
摘要：
We consider the class of all multiple testing methods controlling tail probabilities of the false discovery proportion, either for one random set or simultaneously for many such sets. This class encompasses methods controlling familywise error rate, generalized familywise error rate, false discovery exceedance, joint error rate, simultaneous control of all false discovery proportions, and others, as well as gene set testing in genomics and cluster inference in neuroimaging. We show that all such methods are either equivalent to a closed testing procedure, or are uniformly improved by one. Moreover, we show that a closed testing method is admissible if and only if all its local tests are admissible. This implies that, when designing methods, it is sufficient to restrict attention to closed testing. We demonstrate the practical usefulness of this design principle by obtaining more informative inferences from the method of higher criticism, and by constructing a uniform improvement of a recently proposed method.
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