Multiple testing procedures under positive dependency with block structure

Source abstract

The classical Benjamini–Hochberg (B-H) method, widely used across various disciplines such as genetics, epidemiology, and social sciences, serves as an established procedure for controlling the false discovery rate (FDR) in multiple comparison scenarios. The B-H method assumes independence among tests, which often does not hold in large-scale dependent datasets. The Benjamini–Yekutieli (B-Y) adjustment controls the FDR under arbitrary dependence but is often very conservative and can lead to a reduction in statistical power. This paper investigates the performance of the B-H and B-Y procedures under specific positive block dependence structures. Two parametric forms of block dependence are considered to model the correlation among paired t -test statistics. Estimation algorithms induced by different matrix norms are developed for approximating the value of the unknown parameter. Modifications of existing multiple testing approaches are proposed by incorporating test dependence and enhancing their power through integration of Kolmogorov-Smirnov tests. Simulation studies are performed to demonstrate that the recommended methods preserve FDR control while improving power compared to traditional techniques.