False discovery rate envelopes

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

False discovery rate envelopes

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

False discovery rate envelopes

Popis výsledku anglicky

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.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10103 - Statistics and probability

Projekt

<a href="/cs/project/GA19-04412S" target="_blank" >GA19-04412S: Nové přístupy k modelování a statistice náhodných množin</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2023

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Statistics and Computing

ISSN

0960-3174

e-ISSN

1573-1375

Svazek periodika

33

Číslo periodika v rámci svazku

5

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

23

Strana od-do

—

Kód UT WoS článku

001035580600001

EID výsledku v databázi Scopus

2-s2.0-85165667517