Multiple testing under negative dependence
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The multiple testing literature has primarily dealt with three types of dependence assumptions between p-values: independence, positive regression dependence, and arbitrary dependence. In this paper, we provide what we believe are the first theoretical results under various notions of negative dependence (negative Gaussian dependence, negative association, negative orthant dependence and weak negative dependence). These include the Simes global null test and the Benjamini-Hochberg procedure, which are known experimentally to be anti-conservative under negative dependence. The anti-conservativeness of these procedures is bounded by factors smaller than that under arbitrary dependence (in particular, by factors independent of the number of hypotheses tested). We also provide new results about negatively dependent e-values, and provide several examples as to when negative dependence may arise. Our proofs are elementary and short, thus arguably amenable to extensions and generalizations. We end with a few pressing open questions that we think our paper opens a door to solving.
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