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The p-filter: multilayer false discovery rate control for grouped hypotheses

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  • Rina Foygel Barber
  • Aaditya Ramdas

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  • Rina Foygel Barber & Aaditya Ramdas, 2017. "The p-filter: multilayer false discovery rate control for grouped hypotheses," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 1247-1268, September.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:4:p:1247-1268
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    References listed on IDEAS

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    1. Hu, James X. & Zhao, Hongyu & Zhou, Harrison H., 2010. "False Discovery Rate Control With Groups," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1215-1227.
    2. Wenguang Sun & Brian J. Reich & T. Tony Cai & Michele Guindani & Armin Schwartzman, 2015. "False discovery control in large-scale spatial multiple testing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(1), pages 59-83, January.
    3. Nicolai Meinshausen, 2008. "Hierarchical testing of variable importance," Biometrika, Biometrika Trust, vol. 95(2), pages 265-278.
    4. Yekutieli, Daniel, 2008. "Hierarchical False Discovery RateControlling Methodology," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 309-316, March.
    5. Yoav Benjamini & Marina Bogomolov, 2014. "Selective inference on multiple families of hypotheses," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 297-318, January.
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    Cited by:

    1. T. Tony Cai & Wenguang Sun & Weinan Wang, 2019. "Covariate‐assisted ranking and screening for large‐scale two‐sample inference," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(2), pages 187-234, April.
    2. Ruodu Wang & Aaditya Ramdas, 2022. "False discovery rate control with e‐values," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 822-852, July.
    3. Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021. "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, vol. 56(C).

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