Electronic Journal of Statistics

On improving some adaptive BH procedures controlling the FDR under dependence

Li He and Sanat K. Sarkar

Full-text: Open access

Abstract

Blanchard and Roquain (2009) presented for the first time methods of adapting the Benjamini-Hochberg (BH) method to data through an estimate of the proportion of true null hypotheses that continue to control the false discovery rate (FDR) under positive dependence in a non-asymptotic setting. However, they are often too conservative to provide a real improvement of the BH method. To obtain adaptive BH methods with proven FDR control improving the original BH method in more situations than what are seen in Blanchard and Roquain (2009), we propose alternative versions of the Blanchard-Roquain methods under some additional assumptions allowing explicit use of pairwise correlations whenever they are available. We offer numerical evidence of improved performances of the proposed alternatives in two scenarios involving test statistics satisfying the positive dependence conditions assumed for the main results.

Article information

Source
Electron. J. Statist., Volume 7 (2013), 2683-2701.

Dates
First available in Project Euclid: 11 November 2013

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1384179699

Digital Object Identifier
doi:10.1214/13-EJS855

Mathematical Reviews number (MathSciNet)
MR3138834

Zentralblatt MATH identifier
1349.62339

Subjects
Primary: 62J15: Paired and multiple comparisons
Secondary: 62G10: Hypothesis testing

Keywords
False discovery rate multiple testing adaptive BH procedures positive dependence pairwise correlations

Citation

He, Li; Sarkar, Sanat K. On improving some adaptive BH procedures controlling the FDR under dependence. Electron. J. Statist. 7 (2013), 2683--2701. doi:10.1214/13-EJS855. https://projecteuclid.org/euclid.ejs/1384179699


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