Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures

• 成果类型: Article
• 署名作者: Meinshausen, N; Bühlmann, P
• 署名单位: Swiss Federal Institutes of Technology Domain; ETH Zurich
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/92.4.893
• 发表日期: 2005
• 页码: 893907
• 关键词: discovery

摘要

We propose probabilistic lower bounds for the number of false null hypotheses when testing multiple hypotheses of association simultaneously. The bounds are valid under general and unknown dependence structures between the test statistics. The power of the proposed estimator to detect the full proportion of false null hypotheses is discussed and compared to other estimators. The proposed estimator is shown to deliver a tight probabilistic lower bound for the number of false null hypotheses in a multiple testing situation even under strong dependence between test statistics.