To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Fan, Jianqing & Hall, Peter & Yao, Qiwei, 2007. "To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1282-1288, December.
References listed on IDEAS
- Fan, Jianqing & Peng, Heng & Huang, Tao, 2005. "Semilinear High-Dimensional Model for Normalization of Microarray Data: A Theoretical Analysis and Partial Consistency," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 781-796, September.
- Huang, Jian & Wang, Deli & Zhang, Cun-Hui, 2005. "A Two-Way Semilinear Model for Normalization and Analysis of cDNA Microarray Data," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 814-829, September.
- Efron, Bradley, 2004. "Large-Scale Simultaneous Hypothesis Testing: The Choice of a Null Hypothesis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 96-104, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yu-Min Yen, 2013. "Testing Jumps via False Discovery Rate Control," PLOS ONE, Public Library of Science, vol. 8(4), pages 1-15, April.
- Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 259-274.
- Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012.
"Central limit theorems and multiplier bootstrap when p is much larger than n,"
CeMMAP working papers
45/12, Institute for Fiscal Studies.
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato, 2012. "Central limit theorems and multiplier bootstrap when p is much larger than n," CeMMAP working papers CWP45/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Song Xi & Qin, Yingli, 2010. "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper 59642, University Library of Munich, Germany.
- Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
- Yang, Jun & Zou, Ran & Cheng, Jixin & Geng, Zhifei & Li, Qi, 2023. "Environmental technical efficiency and its dynamic evolution in China's industry: A resource endowment perspective," Resources Policy, Elsevier, vol. 82(C).
- Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike, 2022. "High-dimensional Data Bootstrap," Papers 2205.09691, arXiv.org.
- Wang, Siyang & Cui, Hengjian, 2013. "Generalized F test for high dimensional linear regression coefficients," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 134-149.
- Chen, Songxi, 2012. "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper 46026, University Library of Munich, Germany.
- Santu Ghosh & Alan M. Polansky, 2022. "Large-Scale Simultaneous Testing Using Kernel Density Estimation," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 808-843, August.
- Muni S. Srivastava & Hirokazu Yanagihara & Tatsuya Kubokawa, 2014. "Tests for Covariance Matrices in High Dimension with Less Sample Size," CIRJE F-Series CIRJE-F-933, CIRJE, Faculty of Economics, University of Tokyo.
- Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," LSE Research Online Documents on Economics 68839, London School of Economics and Political Science, LSE Library.
- Wei, Waverly & Zhou, Yuqing & Zheng, Zeyu & Wang, Jingshen, 2024. "Inference on the best policies with many covariates," Journal of Econometrics, Elsevier, vol. 239(2).
- Solomon W. Polachek & Tirthatanmoy Das & Rewat Thamma-Apiroam, 2015. "Micro- and Macroeconomic Implications of Heterogeneity in the Production of Human Capital," Journal of Political Economy, University of Chicago Press, vol. 123(6), pages 1410-1455.
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.- Nott, David J. & Yu, Zeming & Chan, Eva & Cotsapas, Chris & Cowley, Mark J. & Pulvers, Jeremy & Williams, Rohan & Little, Peter, 2007. "Hierarchical Bayes variable selection and microarray experiments," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 852-872, April.
- Chen, Song Xi & Qin, Yingli, 2010. "A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing," MPRA Paper 59642, University Library of Munich, Germany.
- You, Jinhong & Zhou, Haibo, 2008. "A two-stage approach to semilinear in-slide models," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1610-1634, September.
- Liping Zhu & Jinhong You & Qunfang Xu, 2014. "Statistical Inference for Single-index Panel Data Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 830-843, September.
- Chen, Songxi, 2012. "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper 46026, University Library of Munich, Germany.
- Pounds Stanley B. & Gao Cuilan L. & Zhang Hui, 2012. "Empirical Bayesian Selection of Hypothesis Testing Procedures for Analysis of Sequence Count Expression Data," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(5), pages 1-32, October.
- Shigeyuki Matsui & Hisashi Noma, 2011. "Estimating Effect Sizes of Differentially Expressed Genes for Power and Sample-Size Assessments in Microarray Experiments," Biometrics, The International Biometric Society, vol. 67(4), pages 1225-1235, December.
- van Wieringen, Wessel N. & Stam, Koen A. & Peeters, Carel F.W. & van de Wiel, Mark A., 2020. "Updating of the Gaussian graphical model through targeted penalized estimation," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
- Ian W. McKeague & Min Qian, 2015. "An Adaptive Resampling Test for Detecting the Presence of Significant Predictors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1422-1433, December.
- Jingxin Zhao & Heng Peng & Tao Huang, 2018. "Variance estimation for semiparametric regression models by local averaging," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de EstadÃstica e Investigación Operativa, vol. 27(2), pages 453-476, June.
- Han, Bing & Dalal, Siddhartha R., 2012. "A Bernstein-type estimator for decreasing density with application to p-value adjustments," Computational Statistics & Data Analysis, Elsevier, vol. 56(2), pages 427-437.
- He, Yi & Pan, Wei & Lin, Jizhen, 2006. "Cluster analysis using multivariate normal mixture models to detect differential gene expression with microarray data," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 641-658, November.
- Cheng, Cheng, 2009. "Internal validation inferences of significant genomic features in genome-wide screening," Computational Statistics & Data Analysis, Elsevier, vol. 53(3), pages 788-800, January.
- Xiang, Qinfang & Edwards, Jode & Gadbury, Gary L., 2006. "Interval estimation in a finite mixture model: Modeling P-values in multiple testing applications," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 570-586, November.
- 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.
- Ruggieri, Eric & Lawrence, Charles E., 2012. "On efficient calculations for Bayesian variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1319-1332.
- Yi-Hui Zhou & Paul Brooks & Xiaoshan Wang, 2018. "A Two-Stage Hidden Markov Model Design for Biomarker Detection, with Application to Microbiome Research," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 10(1), pages 41-58, April.
- Woo, Chi-Keung & Horowitz, Ira & Olson, Arne & Horii, Brian & Baskette, Carmen, 2006. "Efficient frontiers for electricity procurement by an LDC with multiple purchase options," Omega, Elsevier, vol. 34(1), pages 70-80, January.
- Bickel David R., 2012. "Empirical Bayes Interval Estimates that are Conditionally Equal to Unadjusted Confidence Intervals or to Default Prior Credibility Intervals," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(3), pages 1-34, February.
- 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.
More about this item
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
Access and download statisticsCorrections
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:ehl:lserod:5399. 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: LSERO Manager (email available below). General contact details of provider: https://edirc.repec.org/data/lsepsuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.