A stochastic process approach to false discovery control
成果类型：
Article
署名作者：
Genovese, C; Wasserman, L
署名单位：
Carnegie Mellon University
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/009053604000000283
发表日期：
2004
页码：
1035-1061
关键词：
摘要：
This paper extends the theory of false discovery rates (FDR) pioneered by Benjamini and Hochberg [J. Roy. Statist. Soc. Set. B 57 (1995) 289-300]. We develop a framework in which the False Discovery Proportion (FDP)-the number of false rejections divided by the number of rejections-is treated as a stochastic process. After obtaining the limiting distribution of the process, we demonstrate the validity of a class of procedures I-or controlling the False Discovery Rate (the expected FDP). We construct a confidence envelope for the whole FDP process. From these envelopes we derive confidence thresholds, for controlling the quantiles of the distribution of the FDP as well as controlling the number of false discoveries. We also investigate methods for estimating the p-value distribution.