Consistent FDR estimation for adaptive multiple testing Normal means under principal correlation structure
Year: 2014
Type: preprint
Abstract: We consider multiple testing means of many dependent Normal random variables when these random variables have a principal correlation structure and different variances. We extend Jin's estimator of the proportion of nonzero Normal means to this setting and show that the extended estimator is consistent. We also show that the false discovery rate of the adaptive single-step multiple testing procedure that employs this estimator can be consistently estimated by its false discovery proportion and that the rejection threshold of the procedure can be explicitly determined to ensure the conservativeness of the procedure. The extended estimator and adaptive procedure are applied to multiple testing in an association study based on brain imaging data.
Source: arXiv (Cornell University)
Author: Xiongzhi Chen
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2786822166