Sequential selection procedures and false discovery rate control

We consider a multiple‐hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block H1,…,Hk of hypotheses. A rejection rule in this setting amounts to a procedure for choosing the stopping point k. This setting is inspired by the sequent...

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Veröffentlicht in:Journal of the Royal Statistical Society. Series B, Statistical methodology Jg. 78; H. 2; S. 423 - 444
Hauptverfasser: G'Sell, Max Grazier, Wager, Stefan, Chouldechova, Alexandra, Tibshirani, Robert
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Oxford Royal Statistical Society 01.03.2016
Blackwell Publishing Ltd
John Wiley & Sons Ltd
Oxford University Press
Schlagworte:
Discovery
equations
False discovery rate
Hypotheses
Hypothesis testing
Multiple-hypothesis testing
Rules
Selection procedures
Sequential testing
Statistical analysis
Statistics
Stopping rule
Studies
ISSN:1369-7412, 1467-9868
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Beschreibung
Zusammenfassung:We consider a multiple‐hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block H1,…,Hk of hypotheses. A rejection rule in this setting amounts to a procedure for choosing the stopping point k. This setting is inspired by the sequential nature of many model selection problems, where choosing a stopping point or a model is equivalent to rejecting all hypotheses up to that point and none thereafter. We propose two new testing procedures and prove that they control the false discovery rate in the ordered testing setting. We also show how the methods can be applied to model selection by using recent results on p‐values in sequential model selection settings.
Bibliographie:http://dx.doi.org/10.1111/rssb.12122
'Supplementary material: Sequential selection procedures and false discovery rate control'.
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ArticleID:RSSB12122
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ISSN:1369-7412
1467-9868
DOI:10.1111/rssb.12122