2017
DOI: 10.1214/17-ejs1359
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The control of the false discovery rate in fixed sequence multiple testing

Abstract: Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the testing order of the hypotheses has been strictly specified in advance. We are motivated to study such a structure, since it is the most basic of hierarchical structures, yet it is often seen in real applications such as statistical process control and streaming data analysis.… Show more

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Cited by 20 publications
(14 citation statements)
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“…In all statistical analyses, age, gender, education, disease duration, smoking status, and BMI were used as covariates. False discovery rate (FDR) [ 35 ] was used to correct multiple testing in the present study.…”
Section: Methodsmentioning
confidence: 99%
“…In all statistical analyses, age, gender, education, disease duration, smoking status, and BMI were used as covariates. False discovery rate (FDR) [ 35 ] was used to correct multiple testing in the present study.…”
Section: Methodsmentioning
confidence: 99%
“…Though aiming for addressing a similar issue, our method is motivated from the empirical Bayes perspective, and it is built on the two-group mixture model that allows the prior probabilities of being null to vary across different hypotheses. The implementation and theoretical analysis of our method are also quite different from those in [32,36].…”
Section: Introductionmentioning
confidence: 95%
“…To account for the potential mistakes in the ranked list or to improve power by incorporating external covariates, alternative methods have been proposed in the literature. For example, [36] extends the fixed sequence method to allow more than one acceptance before stopping. [32] modifies AdaPT in [30] by giving analysts the power to enforce the ordered constraint on the final rejection set.…”
Section: Introductionmentioning
confidence: 99%
“…Ordered hypothesis testing considers tests for which additional prior information is available, and allows sorting null hypotheses from least to most promising [19,18,20,14]. In these papers, however, the word "sequential" or "ordered" does not refer to online testing; these methods are set in an offline environment, requiring access to all p-values at once.…”
Section: Related Workmentioning
confidence: 99%