IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v167y2020ics0167715220302066.html
   My bibliography  Save this article

Test-statistic correlation and data-row correlation

Author

Listed:
  • Zhuo, Bin
  • Jiang, Duo
  • Di, Yanming

Abstract

When a statistical test is repeatedly applied to rows of a data matrix, correlations among data rows will give rise to correlations among corresponding test statistics. We investigate the relationship between test-statistic correlation and data-row correlation and discuss its implications.

Suggested Citation

  • Zhuo, Bin & Jiang, Duo & Di, Yanming, 2020. "Test-statistic correlation and data-row correlation," Statistics & Probability Letters, Elsevier, vol. 167(C).
    • Handle: RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302066
    DOI: 10.1016/j.spl.2020.108903
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715220302066
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2020.108903?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Efron, Bradley, 2007. "Correlation and Large-Scale Simultaneous Significance Testing," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 93-103, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kirkøen, Benedicte & Engell, Thomas & Follestad, Ingvild B. & Holen, Solveig & Hagen, Kristine Amlund, 2021. "Early academic struggles among children with home-based support from child welfare services," Children and Youth Services Review, Elsevier, vol. 131(C).
    2. Adamczyk, Paulina & Woźniak, Wojciech, 2021. "Prewencja zachowań samobójczych jako zadanie polityki zdrowia publicznego. Doświadczenia Finlandii, inspiracja dla Polski?," Studia z Polityki Publicznej / Public Policy Studies, Warsaw School of Economics, vol. 8(4), pages 1-24, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wen Shi & Xi Chen & Jennifer Shang, 2019. "An Efficient Morris Method-Based Framework for Simulation Factor Screening," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 745-770, October.
    2. 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.
    3. Noirrit Kiran Chandra & Sourabh Bhattacharya, 2021. "Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(5), pages 891-920, October.
    4. Cui, Junfeng & Wang, Guanghui & Zou, Changliang & Wang, Zhaojun, 2023. "Change-point testing for parallel data sets with FDR control," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    5. Gordon, Alexander & Chen, Linlin & Glazko, Galina & Yakovlev, Andrei, 2009. "Balancing type one and two errors in multiple testing for differential expression of genes," Computational Statistics & Data Analysis, Elsevier, vol. 53(5), pages 1622-1629, March.
    6. Qin, Huaizhen & Ouyang, Weiwei, 2015. "Statistical properties of gene–gene correlations in omics experiments," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 206-211.
    7. Lee, Donghwan & Lee, Youngjo, 2016. "Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 1-13.
    8. Nik Tuzov & Frederi Viens, 2011. "Mutual fund performance: false discoveries, bias, and power," Annals of Finance, Springer, vol. 7(2), pages 137-169, May.
    9. Shijia Zhu & Guohua Wang & Bo Liu & Yadong Wang, 2013. "Modeling Exon Expression Using Histone Modifications," PLOS ONE, Public Library of Science, vol. 8(6), pages 1-15, June.
    10. David Amar & Ron Shamir & Daniel Yekutieli, 2017. "Extracting replicable associations across multiple studies: Empirical Bayes algorithms for controlling the false discovery rate," PLOS Computational Biology, Public Library of Science, vol. 13(8), pages 1-22, August.
    11. Carol Liu, 2024. "BayesSRW: Bayesian Sampling and Re-weighting approach for variance reduction," Papers 2408.15454, arXiv.org.
    12. Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song, 2011. "Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1695-1705, November.
    13. Lim Johan & Kim Jayoun & Kim Sang-cheol & Yu Donghyeon & Kim Kyunga & Kim Byung Soo, 2012. "Detection of Differentially Expressed Gene Sets in a Partially Paired Microarray Data Set," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(3), pages 1-30, February.
    14. K. J. Kachiashvili & I.A. Prangishvili & J. K. Kachiashvili, 2019. "Constrained Bayesian Methods for Testing Directional Hypotheses Restricted False Discovery Rates," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 9(3), pages 47-56, March.
    15. Wang, Jiangzhou & Cui, Tingting & Zhu, Wensheng & Wang, Pengfei, 2023. "Covariate-modulated large-scale multiple testing under dependence," Computational Statistics & Data Analysis, Elsevier, vol. 180(C).
    16. Sairam Rayaprolu & Zhiyi Chi, 2021. "False Discovery Variance Reduction in Large Scale Simultaneous Hypothesis Tests," Methodology and Computing in Applied Probability, Springer, vol. 23(3), pages 711-733, September.
    17. Hanwen Huang, 2017. "Controlling the false discoveries in LASSO," Biometrics, The International Biometric Society, vol. 73(4), pages 1102-1110, December.
    18. Jianqing Fan & Yuan Liao & Martina Mincheva, 2013. "Large covariance estimation by thresholding principal orthogonal complements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 603-680, September.
    19. 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.
    20. I. Ahmed & C. Dalmasso & F. Haramburu & F. Thiessard & P. Broët & P. Tubert-Bitter, 2010. "False Discovery Rate Estimation for Frequentist Pharmacovigilance Signal Detection Methods," Biometrics, The International Biometric Society, vol. 66(1), pages 301-309, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:167:y:2020:i:c:s0167715220302066. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.