The Annals of Statistics

On false discovery control under dependence

Wei Biao Wu

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A popular framework for false discovery control is the random effects model in which the null hypotheses are assumed to be independent. This paper generalizes the random effects model to a conditional dependence model which allows dependence between null hypotheses. The dependence can be useful to characterize the spatial structure of the null hypotheses. Asymptotic properties of false discovery proportions and numbers of rejected hypotheses are explored and a large-sample distributional theory is obtained.

Article information

Ann. Statist., Volume 36, Number 1 (2008), 364-380.

First available in Project Euclid: 1 February 2008

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Digital Object Identifier

Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62H15: Hypothesis testing
Secondary: 62G10: Hypothesis testing

False discovery rate Markov random field multiple testing dependence p-value


Wu, Wei Biao. On false discovery control under dependence. Ann. Statist. 36 (2008), no. 1, 364--380. doi:10.1214/009053607000000730.

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