메뉴 건너뛰기




Volumn 37, Issue 1, 2009, Pages 332-358

Robustness of multiple testing procedures against dependence

Author keywords

False discovery rate; Family wise error rate; Linear process; Moving average; Multiplicity; Significance level; Simultaneous hypothesis testing; Time series

Indexed keywords


EID: 65349145181     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS557     Document Type: Article
Times cited : (78)

References (46)
  • 1
    • 0001677717 scopus 로고
    • Controlling the false discovery rate: A practical and powerful approach to multiple testing
    • MR1325392
    • BENJAMINI, Y. and HOCHBERG, Y. (1995). Controlling the false discovery rate: A practical and powerful approach to multiple testing. J. Roy. Statist. Soc. Ser. B 57 289-300. MR1325392
    • (1995) J. Roy. Statist. Soc. Ser. B , vol.57 , pp. 289-300
    • BENJAMINI, Y.1    HOCHBERG, Y.2
  • 2
    • 0034370950 scopus 로고    scopus 로고
    • On the adaptive control of the false discovery fate in multiple testing with independent statistics
    • BENJAMINI, Y. and HOCHBERG, Y. (2000). On the adaptive control of the false discovery fate in multiple testing with independent statistics. J. Educ. Behav. Statist. 25 60-83.
    • (2000) J. Educ. Behav. Statist , vol.25 , pp. 60-83
    • BENJAMINI, Y.1    HOCHBERG, Y.2
  • 3
    • 0035733108 scopus 로고    scopus 로고
    • The control of the false discovery rate in multiple testing under dependency
    • MR1869245
    • BENJAMINI, Y. andYEKUTIELI, D. (2001). The control of the false discovery rate in multiple testing under dependency. Ann. Statist. 29 1165-1188. MR1869245
    • (2001) Ann. Statist , vol.29 , pp. 1165-1188
    • BENJAMINI, Y.1    andYEKUTIELI, D.2
  • 4
    • 0742323850 scopus 로고    scopus 로고
    • Global and multiple test procedures using ordered p-values-a review
    • MR2019782
    • BERNHARD, G., KLEIN, M. and HOMMEL, G. (2004). Global and multiple test procedures using ordered p-values-a review. Statist. Papers 45 1-14. MR2019782
    • (2004) Statist. Papers , vol.45 , pp. 1-14
    • BERNHARD, G.1    KLEIN, M.2    HOMMEL, G.3
  • 5
    • 0029661851 scopus 로고    scopus 로고
    • Control of familywise errors in multiple endpoint assessments via stepwise permutation tests
    • BLAIR, R. C., TROENDLE, J. F. and BECK, R.W. (1996). Control of familywise errors in multiple endpoint assessments via stepwise permutation tests. Statist. Med. 15 1107-1121.
    • (1996) Statist. Med , vol.15 , pp. 1107-1121
    • BLAIR, R.C.1    TROENDLE, J.F.2    BECK, R.W.3
  • 6
    • 0030671078 scopus 로고    scopus 로고
    • Methods correcting for multiple testing: Operating characteristics
    • BROWN, B. W. and RUSSELL, K. (1997). Methods correcting for multiple testing: Operating characteristics. Statist. Med. 16 2511-2528.
    • (1997) Statist. Med , vol.16 , pp. 2511-2528
    • BROWN, B.W.1    RUSSELL, K.2
  • 7
    • 0043203327 scopus 로고    scopus 로고
    • Multiple hypothesis testing in microarray experiments
    • MR1997066
    • DUDOIT, S., SHAFFER, J. P. andBOLDRICK, J. C. (2003).Multiple hypothesis testing in microarray experiments. Statist. Sci. 18 73-103. MR1997066
    • (2003) Statist. Sci , vol.18 , pp. 73-103
    • DUDOIT, S.1    SHAFFER, J.P.2    andBOLDRICK, J.C.3
  • 8
    • 0028999517 scopus 로고
    • Step-up testing of parameters with unequally correlated estimates
    • DUNNETT, C. W. and TAMHANE, A. C. (1995). Step-up testing of parameters with unequally correlated estimates. Biometrics 51 217-227.
    • (1995) Biometrics , vol.51 , pp. 217-227
    • DUNNETT, C.W.1    TAMHANE, A.C.2
  • 9
    • 33947216221 scopus 로고    scopus 로고
    • Correlation and large-scale simultaneous significance testing
    • MR2293302
    • EFRON, B. (2007). Correlation and large-scale simultaneous significance testing. J. Amer. Statist. Assoc. 102 93-103. MR2293302
    • (2007) J. Amer. Statist. Assoc , vol.102 , pp. 93-103
    • EFRON, B.1
  • 10
    • 0032339950 scopus 로고    scopus 로고
    • Asymptotic comparison of step-down and step-up multiple test procedures based on exchangeable test statistics
    • MR1626043
    • FINNER, H. and ROTERS, M. (1998). Asymptotic comparison of step-down and step-up multiple test procedures based on exchangeable test statistics. Ann. Statist. 26 505-524. MR1626043
    • (1998) Ann. Statist , vol.26 , pp. 505-524
    • FINNER, H.1    ROTERS, M.2
  • 11
    • 0001807294 scopus 로고    scopus 로고
    • Asymptotic comparison of the critical values of step-down and step-up multiple comparison procedures
    • MR1704211
    • FINNER, H. and ROTERS, M. (1999). Asymptotic comparison of the critical values of step-down and step-up multiple comparison procedures. J. Statist. Plann. Inference 79 11-30. MR1704211
    • (1999) J. Statist. Plann. Inference , vol.79 , pp. 11-30
    • FINNER, H.1    ROTERS, M.2
  • 12
    • 0034258462 scopus 로고    scopus 로고
    • On the critical value behavior of multiple decision procedures
    • MR1795781
    • FINNER, H. and ROTERS, M. (2000). On the critical value behavior of multiple decision procedures. Scand. J. Statist. 27 563-573. MR1795781
    • (2000) Scand. J. Statist , vol.27 , pp. 563-573
    • FINNER, H.1    ROTERS, M.2
  • 13
    • 0036108220 scopus 로고    scopus 로고
    • Multiple hypotheses testing and expected number of type I errors
    • MR1892662
    • FINNER, H. and ROTERS, M. (2002). Multiple hypotheses testing and expected number of type I errors. Ann. Statist. 30 220-238. MR1892662
    • (2002) Ann. Statist , vol.30 , pp. 220-238
    • FINNER, H.1    ROTERS, M.2
  • 14
    • 10844286757 scopus 로고    scopus 로고
    • A stochastic process approach to false discovery control
    • MR2065197
    • GENOVESE, C. andWASSERMAN, L. (2004). A stochastic process approach to false discovery control. Ann. Statist. 32 1035-1061. MR2065197
    • (2004) Ann. Statist , vol.32 , pp. 1035-1061
    • GENOVESE, C.1    andWASSERMAN, L.2
  • 15
    • 0022374075 scopus 로고
    • Comparing the means of several groups
    • GODFREY, G. K. (1985). Comparing the means of several groups.NewEng. J. Med. 311 1450-1456.
    • (1985) NewEng. J. Med , vol.311 , pp. 1450-1456
    • GODFREY, G.K.1
  • 16
    • 0024550344 scopus 로고
    • Methodology and overt and hidden bias in reports of 196 double-blind trials of nonsteroidal antiinflammatory drugs in rheumatoid arthritis
    • GOTZSCHE, P. C. (1989). Methodology and overt and hidden bias in reports of 196 double-blind trials of nonsteroidal antiinflammatory drugs in rheumatoid arthritis. Control Clin. Trials 10 31-56.
    • (1989) Control Clin. Trials , vol.10 , pp. 31-56
    • GOTZSCHE, P.C.1
  • 17
    • 33645762226 scopus 로고
    • A sharper Bonferroni procedure for multiple tests of significance
    • MR0995126
    • HOCHBERG, Y. (1988). A sharper Bonferroni procedure for multiple tests of significance. Biometrika 75 800-802. MR0995126
    • (1988) Biometrika , vol.75 , pp. 800-802
    • HOCHBERG, Y.1
  • 18
    • 0025066941 scopus 로고
    • More powerful procedures for multiple testing
    • HOCHBERG, Y. and BENJAMINI, Y. (1990). More powerful procedures for multiple testing. Statist. Med. 9 811-818.
    • (1990) Statist. Med , vol.9 , pp. 811-818
    • HOCHBERG, Y.1    BENJAMINI, Y.2
  • 19
    • 65349110914 scopus 로고    scopus 로고
    • HOCHBERG, Y. and TAMHANE, A. C. (1987). Multiple Comparison Procedures. Wiley, New York. MR0914493
    • HOCHBERG, Y. and TAMHANE, A. C. (1987). Multiple Comparison Procedures. Wiley, New York. MR0914493
  • 20
    • 0036003387 scopus 로고    scopus 로고
    • Familywise robustness criteria for multiple-comparison procedures
    • MR1881845
    • HOLLAND, B. and CHEUNG, S. H. (2002). Familywise robustness criteria for multiple-comparison procedures. J. Roy. Statist. Soc. Ser. B 64 63-77. MR1881845
    • (2002) J. Roy. Statist. Soc. Ser. B , vol.64 , pp. 63-77
    • HOLLAND, B.1    CHEUNG, S.H.2
  • 21
    • 0001669953 scopus 로고
    • A comparison of two modified Bonferroni procedures
    • MR1040659
    • HOMMELL, G. (1988). A comparison of two modified Bonferroni procedures. Biometrika 76 624-625. MR1040659
    • (1988) Biometrika , vol.76 , pp. 624-625
    • HOMMELL, G.1
  • 22
    • 0036580893 scopus 로고    scopus 로고
    • Controlling the rate of Type I error over a large set of statistical tests
    • KESSELMAN, H. J., CRIBBIE, R. and HOLLAND, B. (2002). Controlling the rate of Type I error over a large set of statistical tests. Brit. J. Math. Statist. Psych. 55 27-39.
    • (2002) Brit. J. Math. Statist. Psych , vol.55 , pp. 27-39
    • KESSELMAN, H.J.1    CRIBBIE, R.2    HOLLAND, B.3
  • 24
    • 23744494442 scopus 로고    scopus 로고
    • On optimality of stepdown and stepup multiple test procedures
    • MR2195629
    • LEHMANN, E. L., ROMANO, J. P. and SHAFFER, J. P. (2005). On optimality of stepdown and stepup multiple test procedures. Ann. Statist. 33 1084-1108. MR2195629
    • (2005) Ann. Statist , vol.33 , pp. 1084-1108
    • LEHMANN, E.L.1    ROMANO, J.P.2    SHAFFER, J.P.3
  • 25
    • 0025861868 scopus 로고
    • On making multiple comparisons in clinical and experimental pharmacology and physiology
    • LUDBROOK, J. (1991). On making multiple comparisons in clinical and experimental pharmacology and physiology. Clin. Exper. Pharm. Physiol. 18 379-392.
    • (1991) Clin. Exper. Pharm. Physiol , vol.18 , pp. 379-392
    • LUDBROOK, J.1
  • 26
    • 0031376181 scopus 로고    scopus 로고
    • Multiple testing and statistical power with modified Bonferroni procedures
    • OLEJNIK, S., LI, J. M., SUPATTATHUM, S. and HUBERTY, C. J. (1997). Multiple testing and statistical power with modified Bonferroni procedures. J. Educ. Behav. Statist. 22 389-406.
    • (1997) J. Educ. Behav. Statist , vol.22 , pp. 389-406
    • OLEJNIK, S.1    LI, J.M.2    SUPATTATHUM, S.3    HUBERTY, C.J.4
  • 27
    • 0026027279 scopus 로고
    • Statistical conclusion validity: An empirical analysis of multiplicity in mental retardation research
    • OTTENBACHER, K. J. (1991a). Statistical conclusion validity: An empirical analysis of multiplicity in mental retardation research. Amer. J. Ment. Retard. 95 421-427.
    • (1991) Amer. J. Ment. Retard , vol.95 , pp. 421-427
    • OTTENBACHER, K.J.1
  • 28
    • 0026348399 scopus 로고
    • Statistical conclusion validity-multiple inferences in rehabilitation research
    • OTTENBACHER, K. J. (1991b). Statistical conclusion validity-multiple inferences in rehabilitation research. Amer. J. Phys. Med. Rehab. 70 317-322.
    • (1991) Amer. J. Phys. Med. Rehab , vol.70 , pp. 317-322
    • OTTENBACHER, K.J.1
  • 29
    • 0032054025 scopus 로고    scopus 로고
    • Quantitative evaluation of multiplicity in epidemiology and public health research
    • OTTENBACHER, K. J. (1998). Quantitative evaluation of multiplicity in epidemiology and public health research. Amer. J. Epidemiology 147 615-619.
    • (1998) Amer. J. Epidemiology , vol.147 , pp. 615-619
    • OTTENBACHER, K.J.1
  • 30
    • 0025969095 scopus 로고
    • Measures of effect size in the reporting of rehabilitation research
    • OTTENBACHER, K. J. and BARRETT, K. A. (1991). Measures of effect size in the reporting of rehabilitation research. Amer. J. Phys. Med. Rehab. 70 S131-S137.
    • (1991) Amer. J. Phys. Med. Rehab , vol.70
    • OTTENBACHER, K.J.1    BARRETT, K.A.2
  • 31
    • 0039813920 scopus 로고    scopus 로고
    • Basic concepts of multiple tests-A survey
    • MR1746085
    • PIGEOT, I. (2000). Basic concepts of multiple tests-A survey. Statist. Papers 41 3-36. MR1746085
    • (2000) Statist. Papers , vol.41 , pp. 3-36
    • PIGEOT, I.1
  • 32
    • 65349093043 scopus 로고
    • Statistical problems in reporting of clinical trials
    • POCOCK, S. J., HUGHES, M. D. and LEE, R. J. (1987). Statistical problems in reporting of clinical trials. J. Amer. Statist. Assoc. 84 381-392.
    • (1987) J. Amer. Statist. Assoc , vol.84 , pp. 381-392
    • POCOCK, S.J.1    HUGHES, M.D.2    LEE, R.J.3
  • 33
    • 0001618721 scopus 로고
    • A sequentially rejective test procedure based on a modified Bonferroni inequality
    • MR1087860
    • ROM, D. M. (1990). A sequentially rejective test procedure based on a modified Bonferroni inequality. Biometrika 77 663-665. MR1087860
    • (1990) Biometrika , vol.77 , pp. 663-665
    • ROM, D.M.1
  • 34
    • 33745633004 scopus 로고    scopus 로고
    • Multiple hypothesis testing strategies for genetic case-control association studies
    • MR2247232
    • ROSENBERG, P. S., CHE, A. and CHEN, B. E. (2006). Multiple hypothesis testing strategies for genetic case-control association studies. Statist. Med. 25 3134-3149. MR2247232
    • (2006) Statist. Med , vol.25 , pp. 3134-3149
    • ROSENBERG, P.S.1    CHE, A.2    CHEN, B.E.3
  • 35
    • 0032352436 scopus 로고    scopus 로고
    • Some probability inequalities for ordered MTP2 random variables: A proof of the Simes conjecture
    • MR1626047
    • SARKAR, S. K. (1998). Some probability inequalities for ordered MTP2 random variables: A proof of the Simes conjecture. Ann. Statist. 26 494-504. MR1626047
    • (1998) Ann. Statist , vol.26 , pp. 494-504
    • SARKAR, S.K.1
  • 36
    • 33744824925 scopus 로고    scopus 로고
    • False discovery and false nondiscovery rates in single-step multiple testing procedures
    • MR2275247
    • SARKAR, S. K. (2006). False discovery and false nondiscovery rates in single-step multiple testing procedures. Ann. Statist. 34 394-415. MR2275247
    • (2006) Ann. Statist , vol.34 , pp. 394-415
    • SARKAR, S.K.1
  • 37
    • 0031321241 scopus 로고    scopus 로고
    • The Simes method for multiple hypothesis testing with positively dependent test statistics
    • MR1615269
    • SARKAR, S. K. and CHANG, C. K. (1997). The Simes method for multiple hypothesis testing with positively dependent test statistics. J. Amer. Statist. Assoc. 92 1601-1608. MR1615269
    • (1997) J. Amer. Statist. Assoc , vol.92 , pp. 1601-1608
    • SARKAR, S.K.1    CHANG, C.K.2
  • 38
    • 33745318081 scopus 로고    scopus 로고
    • Nonparametric estimation of tail dependence
    • MR2279645
    • SCHMIDT, R. and STADTMÜLLER, U. (2006). Nonparametric estimation of tail dependence. Scand. J. Statist. 33 307-335. MR2279645
    • (2006) Scand. J. Statist , vol.33 , pp. 307-335
    • SCHMIDT, R.1    STADTMÜLLER, U.2
  • 40
    • 0033425920 scopus 로고    scopus 로고
    • Some remarks on Simes-type multiple tests of significance
    • MR1736438
    • SEN, P. K. (1999). Some remarks on Simes-type multiple tests of significance. J. Statist. Plann. Inference 82 139-145. MR1736438
    • (1999) J. Statist. Plann. Inference , vol.82 , pp. 139-145
    • SEN, P.K.1
  • 41
    • 0033441791 scopus 로고    scopus 로고
    • A Cramér type large deviation result for Student's t -statistic
    • MR1684750
    • SHAO, Q.-M. (1999). A Cramér type large deviation result for Student's t -statistic. J. Theoret. Probab. 12 385-398. MR1684750
    • (1999) J. Theoret. Probab , vol.12 , pp. 385-398
    • SHAO, Q.-M.1
  • 42
    • 67649345185 scopus 로고
    • An improved Bonferroni procedure for multiple tests of significance
    • MR0897872
    • SIMES, R. J. (1986). An improved Bonferroni procedure for multiple tests of significance. Biometrika 73 751-754. MR0897872
    • (1986) Biometrika , vol.73 , pp. 751-754
    • SIMES, R.J.1
  • 43
    • 0023613630 scopus 로고
    • Impact of multiple comparisons in randomized clinical trials
    • SMITH, D. E., CLEMENS, J., CREDE, W., HARVEY, M. and GRACELY, E. J. (1987). Impact of multiple comparisons in randomized clinical trials. Amer. J. Med. 83 545-550.
    • (1987) Amer. J. Med , vol.83 , pp. 545-550
    • SMITH, D.E.1    CLEMENS, J.2    CREDE, W.3    HARVEY, M.4    GRACELY, E.J.5
  • 45
    • 27844456474 scopus 로고    scopus 로고
    • Limit theorems for self-normalized large deviations
    • MR2176384
    • WANG, Q. (2005). Limit theorems for self-normalized large deviations. Electron. J. Probab. 10 1260-1285. MR2176384
    • (2005) Electron. J. Probab , vol.10 , pp. 1260-1285
    • WANG, Q.1
  • 46
    • 0027057407 scopus 로고
    • Adjusted p-values for simultaneous inference
    • WRIGHT, S. P. (1992). Adjusted p-values for simultaneous inference. Biometrics 48 1005-1013.
    • (1992) Biometrics , vol.48 , pp. 1005-1013
    • WRIGHT, S.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.