Optimality of the Westfall-Young permutation procedure for multiple testing under dependence
Year: 2011
Type: preprint
Abstract: Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss of power to detect true positives. We show that the Westfall-Young permutation method has asymptotically optimal power for a broad class of testing problems with a block-dependence and sparsity structure among the tests, when the number of tests tends to infinity.
Source: arXiv (Cornell University)
Authors: Nicolai Meinshausen, Marloes H. Maathuis
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2126271654