• Corpus ID: 220301682

Asymptotic control of FWER under Gaussian assumption: application to correlation tests

@article{Achard2020AsymptoticCO,
  title={Asymptotic control of FWER under Gaussian assumption: application to correlation tests},
  author={Sophie Achard and Pierre Borgnat and Ir{\`e}ne Gannaz},
  journal={arXiv: Statistics Theory},
  year={2020}
}
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when the statistics are asymptotically Gaussian. We propose a unified framework to prove their asymptotic behavior which is valid in the case of highly correlated tests. We focus on correlation tests where several test statistics are proposed. All these multiple testing procedures on correlations are shown to control FWER… 

Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators

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