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Asymptotic optimality of the Westfall-Young permutation procedure for multiple testing under dependence. (English) Zbl 1246.62124

Summary: 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 P.H. Westfall and S.S. Young [see: Resampling-based multiple testing; examples and methods for p-value adjustment. NY: Wiley (1992; Zbl 0850.62368)] 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.

MSC:

62G10 Nonparametric hypothesis testing
62J15 Paired and multiple comparisons; multiple testing

Citations:

Zbl 0850.62368
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Full Text: DOI arXiv Euclid

References:

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