메뉴 건너뛰기




Volumn 17, Issue 3, 2008, Pages 417-442

Control of the false discovery rate under dependence using the bootstrap and subsampling

Author keywords

Bootstrap; False discovery rate; Multiple testing; Stepdown procedure; Subsampling

Indexed keywords


EID: 57649240445     PISSN: 11330686     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11749-008-0126-6     Document Type: Article
Times cited : (113)

References (41)
  • 1
    • 0030211444 scopus 로고    scopus 로고
    • Adaptive thresholding of wavelet coefficients
    • F Abramovich Y Benjamini 1996 Adaptive thresholding of wavelet coefficients Comput Stat Data Anal 22 351 361
    • (1996) Comput Stat Data Anal , vol.22 , pp. 351-361
    • Abramovich, F.1    Benjamini, Y.2
  • 2
    • 33746242092 scopus 로고    scopus 로고
    • Adapting to unknown sparsity by controlling the false discovery rate
    • 2
    • F Abramovich Y Benjamini DL Donoho IM Johnstone 2006 Adapting to unknown sparsity by controlling the false discovery rate Ann Stat 34 2 584 653
    • (2006) Ann Stat , vol.34 , pp. 584-653
    • Abramovich, F.1    Benjamini, Y.2    Donoho, D.L.3    Johnstone, I.M.4
  • 3
    • 0000383942 scopus 로고
    • An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
    • DWK Andrews JC Monahan 1992 An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator Econometrica 60 953 966
    • (1992) Econometrica , vol.60 , pp. 953-966
    • Andrews, D.W.K.1    Monahan, J.C.2
  • 4
    • 0031568162 scopus 로고    scopus 로고
    • Graphical profiles as an aid to understanding plant breeding experiments
    • KE Basford JW Tukey 1997 Graphical profiles as an aid to understanding plant breeding experiments J Stat Plann Inference 57 93 107
    • (1997) J Stat Plann Inference , vol.57 , pp. 93-107
    • Basford, K.E.1    Tukey, J.W.2
  • 5
    • 0001677717 scopus 로고
    • Controlling the false discovery rate: A practical and powerful approach to multiple testing
    • 1
    • Y Benjamini Y Hochberg 1995 Controlling the false discovery rate: A practical and powerful approach to multiple testing J R Stat Soc Ser B 57 1 289 300
    • (1995) J R Stat Soc ser B , vol.57 , pp. 289-300
    • Benjamini, Y.1    Hochberg, Y.2
  • 6
    • 0034370950 scopus 로고    scopus 로고
    • On the adaptive control of the false discovery rate in multiple testing with independent statistics
    • 1
    • Y Benjamini Y Hochberg 2000 On the adaptive control of the false discovery rate in multiple testing with independent statistics J Educ Behav Stat 25 1 60 83
    • (2000) J Educ Behav Stat , vol.25 , pp. 60-83
    • Benjamini, Y.1    Hochberg, Y.2
  • 7
    • 0033472708 scopus 로고    scopus 로고
    • A stepdown multiple hypotheses testing procedure that controls the false discovery rate under independence
    • Y Benjamini W Liu 1999 A stepdown multiple hypotheses testing procedure that controls the false discovery rate under independence J Stat Plann Inference 82 163 170
    • (1999) J Stat Plann Inference , vol.82 , pp. 163-170
    • Benjamini, Y.1    Liu, W.2
  • 8
    • 0035733108 scopus 로고    scopus 로고
    • The control of the false discovery rate in multiple testing under dependency
    • 4
    • Y Benjamini D Yekutieli 2001 The control of the false discovery rate in multiple testing under dependency Ann Stat 29 4 1165 1188
    • (2001) Ann Stat , vol.29 , pp. 1165-1188
    • Benjamini, Y.1    Yekutieli, D.2
  • 9
    • 33746197428 scopus 로고    scopus 로고
    • Adaptive linear step-up procedures that control the false discovery rate
    • 3
    • Y Benjamini AM Krieger D Yekutieli 2006 Adaptive linear step-up procedures that control the false discovery rate Biometrika 93 3 491 507
    • (2006) Biometrika , vol.93 , pp. 491-507
    • Benjamini, Y.1    Krieger, A.M.2    Yekutieli, D.3
  • 12
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • B Efron 1979 Bootstrap methods: Another look at the jackknife Ann Stat 7 1 26
    • (1979) Ann Stat , vol.7 , pp. 1-26
    • Efron, B.1
  • 14
    • 10844286757 scopus 로고    scopus 로고
    • A stochastic process approach to false discovery control
    • 3
    • CR Genovese L Wasserman 2004 A stochastic process approach to false discovery control Ann Stat 32 3 1035 1061
    • (2004) Ann Stat , vol.32 , pp. 1035-1061
    • Genovese, C.R.1    Wasserman, L.2
  • 15
    • 0010936382 scopus 로고    scopus 로고
    • Second order correctness of the blockwise bootstrap for stationary observations
    • F Götze HR Künsch 1996 Second order correctness of the blockwise bootstrap for stationary observations Ann Stat 24 1914 1933
    • (1996) Ann Stat , vol.24 , pp. 1914-1933
    • Götze, F.1    Künsch, H.R.2
  • 17
    • 33749138913 scopus 로고    scopus 로고
    • Generating random correlation matrices based on partial correlations
    • H Joe 2006 Generating random correlation matrices based on partial correlations J Multivar Anal 97 2177 2189
    • (2006) J Multivar Anal , vol.97 , pp. 2177-2189
    • Joe, H.1
  • 18
    • 27844536196 scopus 로고    scopus 로고
    • 10 things investors should know about hedge funds
    • Cass Business School, City University. Available at
    • Kat HM (2003) 10 things investors should know about hedge funds. AIRC working paper 0015, Cass Business School, City University. Available at http://www.cass.city.ac.uk/airc/papers.html
    • (2003) AIRC Working Paper 0015
    • Kat, H.M.1
  • 19
    • 0002633365 scopus 로고
    • Edgeworth correction by 'moving block' bootstrap for stationary and nonstationary data
    • Wiley New York
    • Lahiri SN (1992) Edgeworth correction by 'moving block' bootstrap for stationary and nonstationary data. In: LePage R, Billard L (eds) Exploring the limits of bootstrap. Wiley, New York, pp 183-214
    • (1992) Exploring the Limits of Bootstrap , pp. 183-214
    • Lahiri, S.N.1    Lepage, R.2    Billard, L.3
  • 21
    • 23744439164 scopus 로고    scopus 로고
    • Generalizations of the familywise error rate
    • 3
    • EL Lehmann JP Romano 2005 Generalizations of the familywise error rate Ann Stat 33 3 1138 1154
    • (2005) Ann Stat , vol.33 , pp. 1138-1154
    • Lehmann, E.L.1    Romano, J.P.2
  • 23
    • 57649193076 scopus 로고    scopus 로고
    • Generating random correlation matrices based on vines and extended Onion method
    • Delft University of Technology
    • Lewandowski D, Kurowicka D, Joe H (2007) Generating random correlation matrices based on vines and extended Onion method. Preprint, Dept. of Mathematics, Delft University of Technology
    • (2007) Preprint, Dept. of Mathematics
    • Lewandowski, D.1    Kurowicka, D.2    Joe, H.3
  • 24
    • 0041952932 scopus 로고    scopus 로고
    • The statistics of Sharpe ratios
    • 4
    • AW Lo 2002 The statistics of Sharpe ratios Financ Anal J 58 4 36 52
    • (2002) Financ Anal J , vol.58 , pp. 36-52
    • Lo, A.W.1
  • 25
    • 2942527313 scopus 로고    scopus 로고
    • Use of the false discovery rate for evaluating clinical safety data
    • DV Mehrotra JF Heyse 2004 Use of the false discovery rate for evaluating clinical safety data Stat Methods Med Res 13 227 238
    • (2004) Stat Methods Med Res , vol.13 , pp. 227-238
    • Mehrotra, D.V.1    Heyse, J.F.2
  • 29
    • 0037433040 scopus 로고    scopus 로고
    • Identifying differentially expressed genes using false discovery rate controlling procedures
    • A Reiner D Yekutieli Y Benjamini 2003 Identifying differentially expressed genes using false discovery rate controlling procedures Bioinformatics 19 368 375
    • (2003) Bioinformatics , vol.19 , pp. 368-375
    • Reiner, A.1    Yekutieli, D.2    Benjamini, Y.3
  • 31
    • 33749828387 scopus 로고    scopus 로고
    • Stepup procedures for control of generalizations of the familywise error rate
    • 4
    • JP Romano AM Shaikh 2006 Stepup procedures for control of generalizations of the familywise error rate Ann Stat 34 4 1850 1873
    • (2006) Ann Stat , vol.34 , pp. 1850-1873
    • Romano, J.P.1    Shaikh, A.M.2
  • 32
    • 33745074663 scopus 로고    scopus 로고
    • Improved nonparametric confidence intervals in time series regressions
    • 2
    • JP Romano M Wolf 2006 Improved nonparametric confidence intervals in time series regressions J Nonparametr Stat 18 2 199 214
    • (2006) J Nonparametr Stat , vol.18 , pp. 199-214
    • Romano, J.P.1    Wolf, M.2
  • 33
    • 39749098114 scopus 로고    scopus 로고
    • Control of generalized error rates in multiple testing
    • 4
    • JP Romano M Wolf 2007 Control of generalized error rates in multiple testing Ann Stat 35 4 1378 1408
    • (2007) Ann Stat , vol.35 , pp. 1378-1408
    • Romano, J.P.1    Wolf, M.2
  • 34
    • 39749088213 scopus 로고    scopus 로고
    • Formalized data snooping based on generalized error rates
    • 2
    • JP Romano AM Shaikh M Wolf 2008 Formalized data snooping based on generalized error rates Econom Theory 24 2 404 447
    • (2008) Econom Theory , vol.24 , pp. 404-447
    • Romano, J.P.1    Shaikh, A.M.2    Wolf, M.3
  • 35
    • 0036101887 scopus 로고    scopus 로고
    • Some results on false discovery rate in stepwise multiple testing procedures
    • 1
    • SK Sarkar 2002 Some results on false discovery rate in stepwise multiple testing procedures Ann Stat 30 1 239 257
    • (2002) Ann Stat , vol.30 , pp. 239-257
    • Sarkar, S.K.1
  • 36
    • 1142273091 scopus 로고    scopus 로고
    • Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: A unified approach
    • 1
    • JD Storey JE Taylor D Siegmund 2004 Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach J R Stat Soc Ser B 66 1 187 205
    • (2004) J R Stat Soc ser B , vol.66 , pp. 187-205
    • Storey, J.D.1    Taylor, J.E.2    Siegmund, D.3
  • 37
    • 0001497726 scopus 로고    scopus 로고
    • Stepwise normal theory test procedures controlling the false discovery rate
    • 1
    • JF Troendle 2000 Stepwise normal theory test procedures controlling the false discovery rate J Stat Plann Inference 84 1 139 158
    • (2000) J Stat Plann Inference , vol.84 , pp. 139-158
    • Troendle, J.F.1
  • 38
    • 14644413619 scopus 로고    scopus 로고
    • Augmentation procedures for control of the generalized family-wise error rate and tail probabilities for the proportion of false positives
    • Article 15. Available at
    • Van der Laan MJ, Dudoit S, Pollard KS (2004) Augmentation procedures for control of the generalized family-wise error rate and tail probabilities for the proportion of false positives. Stat Appl Genet Mol Biol 3(1):Article 15. Available at http://www.bepress.com/sagmb/vol3/iss1/art15/
    • (2004) Stat Appl Genet Mol Biol , vol.3 , Issue.1
    • Van Der Laan, M.J.1    Dudoit, S.2    Pollard, K.S.3
  • 40
    • 0033466163 scopus 로고    scopus 로고
    • Controlling error in multiple comparisons, with examples from state-to-state differences in educational achievement
    • 1
    • VSL Williams LV Jones JW Tukey 1999 Controlling error in multiple comparisons, with examples from state-to-state differences in educational achievement J Educ Behav Stat 24 1 42 69
    • (1999) J Educ Behav Stat , vol.24 , pp. 42-69
    • Williams, V.S.L.1    Jones, L.V.2    Tukey, J.W.3
  • 41
    • 0033472709 scopus 로고    scopus 로고
    • Resampling-based false discovery rate controlling multiple test procedures for correlated test statistics
    • D Yekutieli Y Benjamini 1999 Resampling-based false discovery rate controlling multiple test procedures for correlated test statistics J Stat Plann Inference 82 171 196
    • (1999) J Stat Plann Inference , vol.82 , pp. 171-196
    • Yekutieli, D.1    Benjamini, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.