作者
Hongyuan Cao, Michael R Kosorok
发表日期
2011/2
期刊
Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability
卷号
17
期号
1
页码范围
347
出版商
NIH Public Access
简介
This article considers the problem of multiple hypothesis testing using t-tests. The observed data are assumed to be independently generated conditional on an underlying and unknown two-state hidden model. We propose an asymptotically valid data-driven procedure to find critical values for rejection regions controlling k-family wise error rate (k-FWER), false discovery rate (FDR) and the tail probability of false discovery proportion (FDTP) by using one-sample and two-sample t-statistics. We only require finite fourth moment plus some very general conditions on the mean and variance of the population by virtue of the moderate deviations properties of t-statistics. A new consistent estimator for the proportion of alternative hypotheses is developed. Simulation studies support our theoretical results and demonstrate that the power of a multiple testing procedure can be substantially improved by using critical values …
引用总数
201220132014201520162017201820192020202120221112121122
学术搜索中的文章
H Cao, MR Kosorok - Bernoulli: official journal of the Bernoulli Society for …, 2011