Shifted BH methods for controlling false discovery rate in multiple testing of the means of correlated normals against two-sided alternatives

• Published in: Journal of statistical planning and inference Vol. 236; p. 106238
• Main Authors: Sarkar, Sanat K., Zhang, Shiyu
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.05.2025
• Subjects: False discovery rate; Multiple testing; Two-sided t-tests; Two-sided z-tests; Variable selection; False discovery rate; Two-sided z-tests; Multiple testing; Two-sided t-tests; Variable selection
• ISSN: 0378-3758
• DOI: 10.1016/j.jspi.2024.106238

For simultaneous testing of multivariate normal means with known correlation matrix against two-sided alternatives, this paper introduces new methods with proven finite-sample control of false discovery rate. The methods are obtained by shifting each p-value to the left and considering a Benjamini–Hochberg-type linear step-up procedure based on these shifted p-values. The amount of shift for each p-value is appropriately determined from the correlation matrix to achieve the desired false discovery rate control. Simulation studies and real-data application show favorable performances of the proposed methods when compared with relevant competitors. •New methods controlling FDR in testing multivariate means with known correlations are gievn.•Methods are simple yet competitive, less computationally intensive than alternatives.•Valid p-value-based methods for FDR controlled selection in linear regression.