JSM 2005 - Toronto

Abstract #302487

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 497
Type: Invited
Date/Time: Thursday, August 11, 2005 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #302487
Title: On Using Permutation Tests to Simultaneously Compare Multiple Variables
Author(s): Greg DiRienzo*+
Companies: Harvard School of Public Health
Address: 655 Huntington Avenue, Boston, MA, 02115, USA
Keywords: Simultaneous inference ; Censored data ; Genomics ; High-dimensional data ; Finite-sample control ; Multiple hypothesis testing
Abstract:

A permutation-based, step-down, multiple hypothesis testing method for estimating the set of variables that possess the association of interest is proposed in this paper. For arbitrary data-generating distributions and sample sizes, the method is shown to have finite-sample control of the probability that one or more variables are falsely claimed to possess the association of interest. Potential applications include the two-sample problem; the two-sample problem with covariates; and the D-sample problem, D>2. Several real-data applications will be provided.

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Revised March 2005