A Factor Model Approach to Multiple Testing Under Dependence
依赖条件下多重检验的因子模型方法
The impact of dependence between individual test statistics is currently among the most discussed topics in the multiple testing of high-dimensional data literature, especially since Benjamini and Hochberg (1995) introduced the false discovery rate (FDR). Many papers have first focused on the impact of dependence on the control of the FDR. Some more recent works have investigated approaches that account for common information shared by all the variables to stabilize the…