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A Factor Model Approach to Multiple Testing Under Dependence

Author

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  • Friguet, Chloé
  • Kloareg, Maela
  • Causeur, David

Abstract

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Suggested Citation

  • Friguet, Chloé & Kloareg, Maela & Causeur, David, 2009. "A Factor Model Approach to Multiple Testing Under Dependence," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1406-1415.
    • Handle: RePEc:bes:jnlasa:v:104:i:488:y:2009:p:1406-1415
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    Citations

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    Cited by:

    1. Pei Fen Kuan & Derek Y. Chiang, 2012. "Integrating Prior Knowledge in Multiple Testing under Dependence with Applications to Detecting Differential DNA Methylation," Biometrics, The International Biometric Society, vol. 68(3), pages 774-783, September.
    2. Chang Yu & Daniel Zelterman, 2020. "Distributions associated with simultaneous multiple hypothesis testing," Journal of Statistical Distributions and Applications, Springer, vol. 7(1), pages 1-17, December.
    3. Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022. "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    4. Jianqing Fan & Xu Han, 2017. "Estimation of the false discovery proportion with unknown dependence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(4), pages 1143-1164, September.
    5. Friguet, Chloé & Causeur, David, 2011. "Estimation of the proportion of true null hypotheses in high-dimensional data under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2665-2676, September.
    6. Barras, Laurent, 2019. "A large-scale approach for evaluating asset pricing models," Journal of Financial Economics, Elsevier, vol. 134(3), pages 549-569.
    7. Xinge Jessie Jeng & Zhongyin John Daye & Wenbin Lu & Jung-Ying Tzeng, 2016. "Rare Variants Association Analysis in Large-Scale Sequencing Studies at the Single Locus Level," PLOS Computational Biology, Public Library of Science, vol. 12(6), pages 1-23, June.
    8. Jeng, X. Jessie & Chen, Xiongzhi, 2019. "Predictor ranking and false discovery proportion control in high-dimensional regression," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 163-175.
    9. Jessie Jeng, X., 2016. "Detecting weak signals in high dimensions," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 234-246.
    10. Leek Jeffrey T & Storey John D., 2011. "The Joint Null Criterion for Multiple Hypothesis Tests," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-22, June.
    11. repec:jss:jstsof:40:i14 is not listed on IDEAS
    12. Bodnar, Taras & Reiß, Markus, 2016. "Exact and asymptotic tests on a factor model in low and large dimensions with applications," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 125-151.
    13. Mathur, Maya B & VanderWeele, Tyler, 2018. "Statistical methods for evidence synthesis," Thesis Commons kd6ja, Center for Open Science.
    14. Haibing Zhao & Xinping Cui, 2020. "Constructing confidence intervals for selected parameters," Biometrics, The International Biometric Society, vol. 76(4), pages 1098-1108, December.
    15. Blum Yuna & Houée-Bigot Magalie & Causeur David, 2016. "Sparse factor model for co-expression networks with an application using prior biological knowledge," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 15(3), pages 253-272, June.

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