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Swarnadeep Datta

Publications and source records attributed to Swarnadeep Datta.

2 recordsLinked to original sources

Some Asymptotic Results on Multiple Testing under Weak Dependence

This paper studies the means-testing problem under weakly correlated Normal setups. Although quite common in genomic applications, test procedures having exact FWER control under such dependence structures are nonexistent. We explore the asymptotic behaviors of the classical Bonferroni (when adjusted suitably) and the Sidak procedure; and show that both of these control FWER at the desired level exactly as the number of hypotheses approaches infinity. We derive analogous limiting results on the generalized family-wise error rate and power. Simulation studies depict the asymptotic exactness of the procedures empirically.

math.ST

An Asymptotically Exact Multiple Testing Procedure under Dependence

We propose a simple single-step multiple testing procedure that asymptotically controls the family-wise error rate (FWER) at the desired level exactly under the equicorrelated multivariate Gaussian setup. The method is shown to be asymptotically exact using an explicit plug-in estimator for the equicorrelation, and does not require stepwise adjustments. We establish its theoretical properties, including the convergence to the desired error level, and demonstrate its effectiveness through simulation results. We also spell out related extensions to block-correlated structures and generalized FWER control.

math.ST