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A Framework for Monte Carlo based Multiple Testing

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  • Axel Gandy
  • Georg Hahn

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  • Axel Gandy & Georg Hahn, 2016. "A Framework for Monte Carlo based Multiple Testing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1046-1063, December.
    • Handle: RePEc:bla:scjsta:v:43:y:2016:i:4:p:1046-1063
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    File URL: http://hdl.handle.net/10.1111/sjos.12228
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    References listed on IDEAS

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    1. Nicolai Meinshausen, 2006. "False Discovery Control for Multiple Tests of Association Under General Dependence," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 227-237, June.
    2. Han, Bing & Dalal, Siddhartha R., 2012. "A Bernstein-type estimator for decreasing density with application to p-value adjustments," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 427-437.
    3. Cheng, Cheng, 2009. "Internal validation inferences of significant genomic features in genome-wide screening," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 788-800, January.
    4. Guo Wenge & Peddada Shyamal, 2008. "Adaptive Choice of the Number of Bootstrap Samples in Large Scale Multiple Testing," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 7(1), pages 1-21, March.
    5. Daniel Jupiter & Jessica Şahutoğlu & Vincent VanBuren, 2010. "TreeHugger: A New Test for Enrichment of Gene Ontology Terms," INFORMS Journal on Computing, INFORMS, vol. 22(2), pages 210-221, May.
    6. Axel Gandy & Georg Hahn, 2014. "MMCTest—A Safe Algorithm for Implementing Multiple Monte Carlo Tests," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1083-1101, December.
    7. Helmut Finner & Veronika Gontscharuk, 2009. "Controlling the familywise error rate with plug‐in estimator for the proportion of true null hypotheses," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 1031-1048, November.
    8. Hui Jiang & Julia Salzman, 2012. "Statistical properties of an early stopping rule for resampling-based multiple testing," Biometrika, Biometrika Trust, vol. 99(4), pages 973-980.
    9. Friguet, Chloé & Causeur, David, 2011. "Estimation of the proportion of true null hypotheses in high-dimensional data under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2665-2676, September.
    10. Mette Langaas & Bo Henry Lindqvist & Egil Ferkingstad, 2005. "Estimating the proportion of true null hypotheses, with application to DNA microarray data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 555-572, September.
    11. John D. Storey, 2002. "A direct approach to false discovery rates," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(3), pages 479-498, August.
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    Cited by:

    1. Georg Hahn, 2018. "Closure properties of classes of multiple testing procedures," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 167-178, April.
    2. Luigi Pace & Alessandra Salvan, 2020. "Likelihood, Replicability and Robbins' Confidence Sequences," International Statistical Review, International Statistical Institute, vol. 88(3), pages 599-615, December.
    3. Hahn, Georg, 2020. "On the expected runtime of multiple testing algorithms with bounded error," Statistics & Probability Letters, Elsevier, vol. 165(C).
    4. Dong Ding & Axel Gandy & Georg Hahn, 2020. "A simple method for implementing Monte Carlo tests," Computational Statistics, Springer, vol. 35(3), pages 1373-1392, September.

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