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VOL. 49 | 2006 An adaptive significance threshold criterion for massive multiple hypotheses testing

## Abstract

This research deals with massive multiple hypothesis testing. First regarding multiple tests as an estimation problem under a proper population model, an error measurement called Erroneous Rejection Ratio (ERR) is introduced and related to the False Discovery Rate (FDR). ERR is an error measurement similar in spirit to FDR, and it greatly simplifies the analytical study of error properties of multiple test procedures. Next an improved estimator of the proportion of true null hypotheses and a data adaptive significance threshold criterion are developed. Some asymptotic error properties of the significant threshold criterion is established in terms of ERR under distributional assumptions widely satisfied in recent applications. A simulation study provides clear evidence that the proposed estimator of the proportion of true null hypotheses outperforms the existing estimators of this important parameter in massive multiple tests. Both analytical and simulation studies indicate that the proposed significance threshold criterion can provide a reasonable balance between the amounts of false positive and false negative errors, thereby complementing and extending the various FDR control procedures. S-plus/R code is available from the author upon request.

## Information

Published: 1 January 2006
First available in Project Euclid: 28 November 2007

zbMATH: 1268.62071
MathSciNet: MR2337830

Digital Object Identifier: 10.1214/074921706000000392

Subjects:
Primary: 62E99 , 62F03 , 62F05 , 62F07 , 62G05 , 62G20 , 62G30
Secondary: 60E15 , 62E10 , 62E17

Keywords: $q$-value , False discovery rate , gene expression , microarray , multiple tests , profile information criterion , significance threshold selection