False Discovery Control for Multiple Tests of Association Under General Dependence

doi:10.1111/j.1467-9469.2005.00488.x

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Wiley InterScience

Scandinavian Journal of Statistics

Volume 33 Issue 2, Pages 227 - 237

Published Online: 29 Nov 2005

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KEYWORDS

false discovery proportion • false discovery rate • multiple testing

ABSTRACT

Abstract. We propose a confidence envelope for false discovery control when testing multiple hypotheses of association simultaneously. The method is valid under arbitrary and unknown dependence between the test statistics and allows for an exploratory approach when choosing suitable rejection regions while still retaining strong control over the proportion of false discoveries.

Received June 2004, in final form October 2005

DIGITAL OBJECT IDENTIFIER (DOI)

10.1111/j.1467-9469.2005.00488.x About DOI