Stat Colloquium [In-Person]: Dr. Sanat K. Sarkar

Title:  Shifted BH Method for Controlling the False Discovery Rate in Multiple Testing of the Means of Correlated Normals Against Two-Sided Alternatives

Abstract: 

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 (FDR). The methods are obtained by shifting each p-value to the left and considering a Benjamini-Hochberg-type 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 FDR control. Simulation studies and real-data application show favorable performances of the proposed methods when compared with their relevant competitors.