Etienne Roquain

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We study generalized bootstrap confidence regions for the mean of a random vector whose coordinates have an unknown dependency structure. The random vector is supposed to be either Gaussian or to have a symmetric and bounded distribution. The dimensionality of the vector can possibly be much larger than the number of observations and we focus on a(More)
This paper investigates an open issue related to false discovery rate (FDR) control of step-up-down (SUD) multiple testing procedures. It has been established in earlier literature that for this type of procedure, under some broad conditions, and in an asymptotical sense, the FDR is maximum when the signal strength under the alternative is maximum. In other(More)
We study generalized bootstrap confidence regions for the mean of a random vector whose coordinates have an unknown dependency structure. The random vector is supposed to be either Gaussian or to have a symmetric and bounded distribution. The dimensionality of the vector can possibly be much larger than the number of observations and we focus on a(More)
We study the properties of false discovery rate (FDR) thresh-olding, viewed as a classification procedure. The " 0 "-class (null) is assumed to have a known density while the " 1 "-class (alternative) is obtained from the " 0 "-class either by translation or by scaling. Furthermore , the " 1 "-class is assumed to have a small number of elements w.r.t. the "(More)
In the context of correlated multiple tests, we aim to nonasymptotically control the family-wise error rate (FWER) using resampling-type procedures. We observe repeated realizations of a Gaussian random vector in possibly high dimension and with an unknown covariance matrix, and consider the one-and two-sided multiple testing problem for the mean values of(More)
In the context of correlated multiple tests, we aim at controlling non-asymptotically the family-wise error rate (FWER) using resampling-type procedures. We observe repeated realizations of a Gaussian random vector in possibly high dimension and with an unknown covariance matrix, and consider the one and two-sided multiple testing problem for the mean(More)