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Assessing the pattern of covariance matrices via an augmentation multiple testing procedure

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Author Info

  • Francesca Greselin

    ()

  • Salvatore Ingrassia

    ()

  • Antonio Punzo

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s10260-010-0157-5
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Bibliographic Info

Article provided by Springer in its journal Statistical Methods & Applications.

Volume (Year): 20 (2011)
Issue (Month): 2 (June)
Pages: 141-170

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Handle: RePEc:spr:stmapp:v:20:y:2011:i:2:p:141-170

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Web page: http://link.springer.de/link/service/journals/10260/index.htm

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Related research

Keywords: Homoscedasticity; Spectral decomposition; Principal component analysis; F–G algorithm; Multiple testing procedures; Augmentation;

References

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  1. Genovese, Christopher R. & Wasserman, Larry, 2006. "Exceedance Control of the False Discovery Proportion," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1408-1417, December.
  2. Ingrassia, Salvatore & Rocci, Roberto, 2007. "Constrained monotone EM algorithms for finite mixture of multivariate Gaussians," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5339-5351, July.
  3. Martin Crowder, 2008. "Multiple Testing Procedures with Applications to Genomics by Sandrine Dudoit, Mark J. van der Laan," International Statistical Review, International Statistical Institute, vol. 76(2), pages 309-310, 08.
  4. Yoav Benjamini, 2010. "Discovering the false discovery rate," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(4), pages 405-416.
  5. van der Laan Mark J. & Dudoit Sandrine & Pollard Katherine S., 2004. "Augmentation Procedures for Control of the Generalized Family-Wise Error Rate and Tail Probabilities for the Proportion of False Positives," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 3(1), pages 1-27, June.
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Cited by:
  1. Salvatore Ingrassia & Simona Caterina Minotti & Giorgio Vittadini, 2011. "Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions," Working Papers 20111001, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.

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