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There has been recent interest in extending the ideas of False Discovery Rates (FDR) to variable selection in regression settings. Traditionally the FDR in these settings has been defined in terms of the coefficients of the full regression…

Methodology · Statistics 2013-02-12 Max Grazier G'Sell , Trevor Hastie , Robert Tibshirani

When testing many hypotheses, often we do not have strong expectations about the directions of the effects. In some situations however, the alternative hypotheses are that the parameters lie in a certain direction or interval, and it is in…

Methodology · Statistics 2026-03-02 Jesse Hemerik

When multiple hypotheses are tested, interest is often in ensuring that the proportion of false discoveries (FDP) is small with high confidence. In this paper, confidence upper bounds for the FDP are constructed, which are simultaneous over…

Methodology · Statistics 2020-01-07 Jesse Hemerik , Aldo Solari , Jelle J. Goeman

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…

Methodology · Statistics 2016-11-11 Gavin Lynch , Wenge Guo , Sanat K. Sarkar , Helmut Finner

We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation $\rho_m$ converges to zero as the hypothesis number $m$ grows to infinity. By…

Statistics Theory · Mathematics 2010-07-26 Sylvain Delattre , Etienne Roquain

Integrating data from multiple sources expands research opportunities at low cost. However, due to different data collection processes and privacy constraints, unique identifiers are unavailable. Record Linkage (RL) algorithms address this…

Methodology · Statistics 2025-10-07 Kayané Robach , Michel H. Hof , Mark A. van de Wiel

We investigate the performance of a family of multiple comparison procedures for strong control of the False Discovery Rate ($\mathsf{FDR}$). The $\mathsf{FDR}$ is the expected False Discovery Proportion ($\mathsf{FDP}$), that is, the…

Statistics Theory · Mathematics 2008-11-21 Pierre Neuvial

Many approaches for multiple testing begin with the assumption that all tests in a given study should be combined into a global false-discovery-rate analysis. But this may be inappropriate for many of today's large-scale screening problems,…

Methodology · Statistics 2014-06-10 James G. Scott , Ryan C. Kelly , Matthew A. Smith , Pengcheng Zhou , Robert E. Kass

Large-scale hypothesis testing has become a ubiquitous problem in high-dimensional statistical inference, with broad applications in various scienfitic disciplines. One relevant application is constituted by imaging mass spectrometry (IMS)…

Methodology · Statistics 2021-08-19 Vladimir Vutov , Thorsten Dickhaus

The False Discovery Rate (FDR) is a new statistical procedure to control the number of mistakes made when performing multiple hypothesis tests, i.e. when comparing many data against a given model hypothesis. The key advantage of FDR is that…

A previously proved theorem gives sufficient conditions for an estimator of the false discovery rate (FDR) to conservatively converge to the FDR with probability 1 as the number of hypothesis tests increases, even for small sample sizes. It…

Genomics · Quantitative Biology 2007-05-23 David R. Bickel

The genetic basis of multiple phenotypes such as gene expression, metabolite levels, or imaging features is often investigated by testing a large collection of hypotheses, probing the existence of association between each of the traits and…

Applications · Statistics 2015-04-06 Christine Peterson , Marina Bogomolov , Yoav Benjamini , Chiara Sabatti

Multiple hypothesis testing has been widely applied to problems dealing with high-dimensional data, e.g., selecting significant variables and controlling the selection error rate. The most prevailing measure of error rate used in the…

Methodology · Statistics 2022-06-07 Xiaoya Sun , Yan Fu

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Methodology · Statistics 2024-12-03 Tomáš Mrkvička , Mari Myllymäki

This paper focuses on the influence of a misspecified covariance structure on false discovery rate for the large scale multiple testing problem. Specifically, we evaluate the influence on the marginal distribution of local fdr statistics,…

Statistics Theory · Mathematics 2019-02-19 Ye Liang , Joshua D. Habiger , Xiaoyi Min

Some effort has been undertaken over the last decade to provide conditions for the control of the false discovery rate by the linear step-up procedure (LSU) for testing $n$ hypotheses when test statistics are dependent. In this paper we…

Statistics Theory · Mathematics 2007-10-18 Helmut Finner , Thorsten Dickhaus , Markus Roters

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

Applications · Statistics 2013-04-04 Van Hanh Nguyen , Catherine Matias

Results on the false discovery rate (FDR) and the false nondiscovery rate (FNR) are developed for single-step multiple testing procedures. In addition to verifying desirable properties of FDR and FNR as measures of error rates, these…

Statistics Theory · Mathematics 2007-06-13 Sanat K. Sarkar

This paper presents a survey on some recent advances for the type I error rate control in multiple testing methodology. We consider the problem of controlling the $k$-family-wise error rate (kFWER, probability to make $k$ false discoveries…

Methodology · Statistics 2011-03-15 Etienne Roquain