Stepup procedures controlling generalized FWER and generalized FDR

• 成果类型: Article
• 署名作者: Sarkar, Sanat K.
• 署名单位: Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053607000000398
• 发表日期: 2007
• 页码: 2405-2420
• 关键词: false discovery rate; multiple testing procedures; Familywise Error Rate; BONFERRONI PROCEDURE; rates; inequalities; number

摘要

In many applications of multiple hypothesis testing where more than one false rejection can be tolerated, procedures controlling error rates measuring at least k false rejections, instead of at least one, for some fixed k >= 1 can potentially increase the ability of a procedure to detect false null hypotheses. The k-FWER, a generalized version of the usual familywise error rate (FWER), is such an error rate that has recently been introduced in the literature and procedures controlling it have been proposed. A further generalization of a result on the k-FWER is provided in this article. In addition, an alternative and less conservative notion of error rate, the k-FDR, is introduced in the same spirit as the k-FWER by generalizing the usual false discovery rate (FDR). A k-FWER procedure is constructed given any set of increasing constants by utilizing the kth order joint null distributions of the p-values without assuming any specific form of dependence among all the p-values. Procedures controlling the k-FDR are also developed by using the kth order joint null distributions of the p-values, first assuming that the sets of null and nonnull p-values are mutually independent or they are jointly positively dependent in the sense of being multivariate totally positive of order two (MTP2) and then discarding that assumption about the overall dependence among the p-values.