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

Meinshausen, Nicolai ; Bühlmann, Peter

In: Biometrika, 2005, vol. 92, no. 4, p. 893-907

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    Titre
    • Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures
    Auteur
    • Meinshausen, Nicolai. Seminar für Statistik, ETH Zürich, Leonhardstrasse 27, 8092 Zürich, Switzerland
    • Bühlmann, Peter. Seminar für Statistik, ETH Zürich, Leonhardstrasse 27, 8092 Zürich, Switzerland
    Type de document
    • Postprint
    Langue
    • Anglais
    Publié dans
    • Biometrika, 2005, vol. 92, no. 4, p. 893-907. Oxford University Press
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:297033
    Summary
    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