On false discovery control under dependence

• 成果类型: Article
• 署名作者: Wu, Wei Biao
• 署名单位: University of Chicago
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053607000000730
• 发表日期: 2008
• 页码: 364-380
• 关键词: multiple; rates

摘要

A popular framework for false discovery control is the random effects model in which the null hypotheses are assumed to be independent. This paper generalizes the random effects model to a conditional dependence model which allows dependence between null hypotheses. The dependence can be useful to characterize the spatial structure of the null hypotheses. Asymptotic properties of false discovery proportions and numbers of rejected hypotheses are explored and a large-sample distributional theory is obtained.