Large-Scale Multiple Testing of Correlations

Loading...
Thumbnail Image
Penn collection
Statistics Papers
Degree type
Discipline
Subject
correlation
false discovery proportion
false discovery rate
multiple testing
Business
Statistics and Probability
Funder
Grant number
License
Copyright date
Distributor
Related resources
Author
Cai, T. Tony
Liu, Weidong
Contributor
Abstract

Multiple testing of correlations arises in many applications including gene coexpression network analysis and brain connectivity analysis. In this article, we consider large-scale simultaneous testing for correlations in both the one-sample and two-sample settings. New multiple testing procedures are proposed and a bootstrap method is introduced for estimating the proportion of the nulls falsely rejected among all the true nulls. We investigate the properties of the proposed procedures both theoretically and numerically. It is shown that the procedures asymptotically control the overall false discovery rate and false discovery proportion at the nominal level. Simulation results show that the methods perform well numerically in terms of both the size and power of the test and it significantly outperforms two alternative methods. The two-sample procedure is also illustrated by an analysis of a prostate cancer dataset for the detection of changes in coexpression patterns between gene expression levels. Supplementary materials for this article are available online.

Advisor
Date Range for Data Collection (Start Date)
Date Range for Data Collection (End Date)
Digital Object Identifier
Series name and number
Publication date
2016-05-05
Volume number
Issue number
Publisher
Publisher DOI
Journal Issue
Comments
Recommended citation
Collection