Multiple Testing in Grouped Dependent Data

Abstract

This dissertation is focused on multiple testing procedures to be used in data that are naturally grouped or possess a spatial structure. We propose `Two-Stage' procedure to control the False Discovery Rate (FDR) in situations where one-sided hypothesis testing is appropriate, such as astronomical source detection. Similarly, we propose a `Three-Stage' procedure to control the mixed directional False Discovery Rate (mdFDR) in situations where two-sided hypothesis testing is appropriate, such as vegetation monitoring in remote sensing NDVI data. The Two and Three-Stage procedures have provable FDR/mdFDR control under certain dependence situations. We also present the Adaptive versions which are examined under simulation studies. The `Stages' refer to testing hypotheses both group-wise and individually, which is motivated by the belief that the dependencies among the p-values associated with the spatially oriented hypotheses occur more locally than globally. Thus, these `Staged' procedures test hypotheses in groups that incorporate the local, unknown dependencies of neighboring p-values. If a group is found significant, further investigation is done to the individual p-values within that group. For the vegetation monitoring data, we extend the investigation by providing some spatio-temporal models and forecasts to some regions where significant change was detected through the multiple testing procedure.