A review of modern multiple hypothesis testing, with particular attention to the false discovery proportion

A Farcomeni - Statistical methods in medical research, 2008 - journals.sagepub.com
In the last decade a growing amount of statistical research has been devoted to multiple
testing, motivated by a variety of applications in medicine, bioinformatics, genomics, brain …

[HTML][HTML] MicroRNAs in spent blastocyst culture medium are derived from trophectoderm cells and can be explored for human embryo reproductive competence …

A Capalbo, FM Ubaldi, D Cimadomo, L Noli, Y Khalaf… - Fertility and sterility, 2016 - Elsevier
Objective To assess whether extracellular microRNAs (miRNAs) can be accurately profiled
from spent blastocyst culture media (SBM) and used as embryonic biomarkers. Design …

Global testing and large-scale multiple testing for high-dimensional covariance structures

TT Cai - Annual Review of Statistics and Its Application, 2017 - annualreviews.org
Driven by a wide range of contemporary applications, statistical inference for covariance
structures has been an active area of current research in high-dimensional statistics. This …

Technical trading revisited: False discoveries, persistence tests, and transaction costs

P Bajgrowicz, O Scaillet - Journal of Financial Economics, 2012 - Elsevier
We revisit the apparent historical success of technical trading rules on daily prices of the
Dow Jones Industrial Average index from 1897 to 2011, and we use the false discovery rate …

Large-scale multiple testing under dependence

W Sun, T Tony Cai - Journal of the Royal Statistical Society …, 2009 - academic.oup.com
The paper considers the problem of multiple testing under dependence in a compound
decision theoretic framework. The observed data are assumed to be generated from an …

Estimating false discovery proportion under arbitrary covariance dependence

J Fan, X Han, W Gu - Journal of the American Statistical Association, 2012 - Taylor & Francis
Multiple hypothesis testing is a fundamental problem in high-dimensional inference, with
wide applications in many scientific fields. In genome-wide association studies, tens of …

Conditional calibration for false discovery rate control under dependence

W Fithian, L Lei - The Annals of Statistics, 2022 - projecteuclid.org
Conditional calibration for false discovery rate control under dependence Page 1 The Annals of
Statistics 2022, Vol. 50, No. 6, 3091–3118 https://doi.org/10.1214/21-AOS2137 © Institute of …

[PDF][PDF] Adaptive False Discovery Rate Control under Independence and Dependence.

G Blanchard, É Roquain - Journal of Machine Learning Research, 2009 - jmlr.org
In the context of multiple hypothesis testing, the proportion π0 of true null hypotheses in the
pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori …

[图书][B] Industry return predictability: A machine learning approach

D Rapach, JK Strauss, J Tu, G Zhou - 2019 - academia.edu
We use machine learning tools to analyze industry return predictability based on the
information in lagged industry returns from across the entire economy. Controlling for post …

Two simple sufficient conditions for FDR control

G Blanchard, E Roquain - 2008 - projecteuclid.org
We show that the control of the false discovery rate (FDR) for a multiple testing procedure is
implied by two coupled simple sufficient conditions. The first one, which we call “self …