The Annals of Statistics

Asymptotic optimality of the Westfall–Young permutation procedure for multiple testing under dependence

Nicolai Meinshausen, Marloes H. Maathuis, and Peter Bühlmann

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Abstract

Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss of power to detect true positives. We show that the Westfall–Young permutation method has asymptotically optimal power for a broad class of testing problems with a block-dependence and sparsity structure among the tests, when the number of tests tends to infinity.

Article information

Source
Ann. Statist., Volume 39, Number 6 (2011), 3369-3391.

Dates
First available in Project Euclid: 5 March 2012

Permanent link to this document
https://projecteuclid.org/euclid.aos/1330958683

Digital Object Identifier
doi:10.1214/11-AOS946

Mathematical Reviews number (MathSciNet)
MR3012412

Zentralblatt MATH identifier
1246.62124

Subjects
Primary: 62F03: Hypothesis testing 62J15: Paired and multiple comparisons

Keywords
Multiple testing under dependence Westfall–Young procedure permutations familywise error rate asymptotic optimality high-dimensional inference sparsity rank-based nonparametric tests

Citation

Meinshausen, Nicolai; Maathuis, Marloes H.; Bühlmann, Peter. Asymptotic optimality of the Westfall–Young permutation procedure for multiple testing under dependence. Ann. Statist. 39 (2011), no. 6, 3369--3391. doi:10.1214/11-AOS946. https://projecteuclid.org/euclid.aos/1330958683


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