ASYMPTOTIC OPTIMALITY OF THE WESTFALL-YOUNG PERMUTATION PROCEDURE FOR MULTIPLE TESTING UNDER DEPENDENCE

作者：Meinshausen Nicolai^*; Maathuis Marloes H; Buehlmann Peter

来源：Annals of Statistics, 2011, 39(6): 3369-3391.

DOI：10.1214/11-AOS946

• Multiple testing under dependence
• Westfall-Young procedure
• permutations
• familywise error rate
• asymptotic optimality
• high-dimensional inference
• sparsity
• rank-based nonparametric tests

Test statistics are often strongly dependent in large-scale multiple testing applications. Most corrections for multiplicity are unduly conservative for correlated test statistics, resulting in a loss of power to detect true positives. We show that the Westfall-Young permutation method has asymptotically optimal power for a broad class of testing problems with a block-dependence and sparsity structure among the tests, when the number of tests tends to infinity.

• 出版日期2011-12