Robustness of multiple testing procedures against dependence
多重检验程序对统计量依赖的稳健性
An important aspect of multiple hypothesis testing is controlling the significance level, or the level of Type I error. When the test statistics are not independent it can be particularly challenging to deal with this problem, without resorting to very conservative procedures. In this paper we show that, in the context of contemporary multiple testing problems, where the number of tests is often very large, the difficulties caused by dependence are less serious than in…