Asymptotic optimality of the Westfall--Young permutation procedure for multiple testing under dependence
Statistics Theory
2012-03-20 v2 Statistics Theory
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.
Keywords
Cite
@article{arxiv.1106.2068,
title = {Asymptotic optimality of the Westfall--Young permutation procedure for multiple testing under dependence},
author = {Nicolai Meinshausen and Marloes H. Maathuis and Peter Bühlmann},
journal= {arXiv preprint arXiv:1106.2068},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AOS946 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)