Familywise Error Rate Control With a Lasso Estimator
Résumé
We propose a new method to control the familywise error rate (FWER) in linear Gaussian models. Our
method relies on a lasso-type estimator and can be used for all n x p full-rank design matrices. We provide
an explicit and non-asymptotic choice for the lasso tuning parameter that controls the FWER. Numerical
experiments highlight the performances of our approach compared to the state-of-the-art procedures. An
application to the detection of metabolites in metabolomics is provided..
Domaines
Statistiques [math.ST]Origine | Fichiers produits par l'(les) auteur(s) |
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