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research article

A comprehensive error rate for multiple testing

Meskaldji, Djalel-Eddine  
•
Van de Ville, Dimitri  
•
Thiran, Jean-Philippe  
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October 1, 2020
Statistical Papers

Over the last two decades, a large variety of type I error rates and control procedures have been proposed in the field of multiple hypotheses testing. This paper proposes a framework that includes many existing proposals by investigating procedures in which the orderedp-values are compared to an arbitrary positive and non-decreasing threshold sequence. For this case, we derive the error rate being controlled under different assumptions on thep-values. Our focus will be on step-up procedures. The new formulation gives insight into the relations between existing error rates and opens new perspectives for the whole field of multiple testing.

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Type
research article
DOI
10.1007/s00362-018-1008-y
Web of Science ID

WOS:000571517400004

Author(s)
Meskaldji, Djalel-Eddine  
Van de Ville, Dimitri  
Thiran, Jean-Philippe  
Morgenthaler, Stephan  
Date Issued

2020-10-01

Publisher

SPRINGER

Published in
Statistical Papers
Volume

61

Issue

5

Start page

1859

End page

1874

Subjects

Statistics & Probability

•

Mathematics

•

family-wise error rate

•

false discovery rate

•

multiple comparisons

•

ordered p-values

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scaled false discovery rate

•

type i error control

•

bonferroni procedure

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p-values

•

inequalities

•

connectomes

•

fdr

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
STAP  
MIPLAB  
LTS5  
Available on Infoscience
October 7, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/172264
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