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How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be more powerful than any weighted Benjamini-Hochberg procedure. Both finite-sample and asymptotic results are presented. Moreover, we illustrate good performance… (More)

We show that the control of the false discovery rate (FDR) for a multiple testing procedure is implied by two coupled simple sufficient conditions. The first one, which we call " self-consistency condition " , concerns the algorithm itself, and the second, called " dependency control condition " is related to the dependency assumptions on the p-value… (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)

- E. ROQUAIN
- 2010

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)

- Etienne Roquain
- 2013

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)

- E. ROQUAIN
- 2010

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)

We introduce a theoretical framework for performing statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses. This extends the standard statistical setting for multiple hypotheses testing, which is restricted to a finite set. This work is motivated by numerous modern applications where the… (More)

- Kyung In Kim, Etienne Roquain, Mark A van de Wiel
- Statistical applications in genetics and…
- 2010

We propose a new approach for clustering DNA features using array CGH data from multiple tumor samples. We distinguish data-collapsing (joining contiguous DNA clones or probes with extremely similar data into regions) from clustering (joining contiguous, correlated regions based on a maximum likelihood principle). The model-based clustering algorithm… (More)

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