Some Results on the Control of the False Discovery Rate under Dependence
- 24 November 2006
- journal article
- Published by Wiley in Scandinavian Journal of Statistics
- Vol. 34 (2) , 275-297
Abstract
Abstract. Controlling the false discovery rate (FDR) is a powerful approach to multiple testing, with procedures developed with applications in many areas. Dependence among the test statistics is a common problem, and many attempts have been made to extend the procedures. In this paper, we show that a certain degree of dependence is allowed among the test statistics, when the number of tests is large, with no need for any correction. We then suggest a way to conservatively estimate the proportion of false nulls, both under dependence and independence, and discuss the advantages of using such estimators when controlling the FDR.Keywords
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