Multiple testing via relative belief ratios
Statistics Theory
2016-09-22 v1 Statistics Theory
Abstract
Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with assessing sparsity. The approach taken to sparsity has several advantages as it is based on a measure of evidence and does not require that the prior be restricted in any way.
Cite
@article{arxiv.1609.06418,
title = {Multiple testing via relative belief ratios},
author = {Michael Evans and Jabed Tomal},
journal= {arXiv preprint arXiv:1609.06418},
year = {2016}
}