False discovery rate envelopes

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F23%3A43906431" target="_blank" >RIV/60076658:12510/23:43906431 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.1007/s11222-023-10275-7" target="_blank" >https://link.springer.com/article/10.1007/s11222-023-10275-7</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s11222-023-10275-7" target="_blank" >10.1007/s11222-023-10275-7</a>

Result language
angličtina
Original language name
False discovery rate envelopes
Original language description
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 m highly correlated hypotheses, the methods must account for changes in distribution across the functional domain and correlation structure. Further, it is of great practical importance to visualize the test statistic together with its rejection or acceptance region. Therefore, the aim of this paper is to find, based on resampling principles, a graphical envelope that controls FDR and detects the outcomes of all individual hypotheses by a simple rule: the hypothesis is rejected if and only if the empirical test statistic is outside of the envelope. Such an envelope offers a straightforward interpretation of the test results, similarly as the recently developed global envelope testing which controls the family-wise error rate. Two different adaptive single threshold procedures are developed to fulfill this aim. Their performance is studied in an extensive simulation study. The new methods are illustrated by three real data examples.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA19-04412S" target="_blank" >GA19-04412S: New approaches to modeling and statistics of random sets</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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