Related papers: The sequential rejection principle of familywise e…
In clinical trials, hypotheses are frequently organized into hierarchically ordered families, requiring specialized testing strategies that account for these structured relationships. Existing gatekeeping methods-including serial, parallel,…
Clinical trials are complex and usually involve multiple objectives such as controlling type I error rate, increasing power to detect treatment difference, assigning more patients to better treatment, and more. In literature, both…
A cornerstone of the multiple testing literature is the Benjamini-Hochberg (BH) procedure, which guarantees control of the FDR when $p$-values are independent or positively dependent. While BH controls the average quality of rejections, it…
Simultaneously testing $K$ hypotheses while controlling the family-wise error rate is a fundamental problem in statistics. Existing procedures (Bonferroni, Holm, Hochberg, Hommel) provide valid control but sacrifice power, increasingly so…
Primarily motivated by the drug development process, several publications have now presented methodology for the design of multi-arm multi-stage experiments with normally distributed outcome variables of known variance. Here, we extend…
We seek to design novel multiple testing procedures, which take into account a relevant notion of ''power'' or true discovery on the one hand, and allow computationally efficient test design and application on the other. Towards this end we…
The topic of multiple hypotheses testing now has a potpourri of novel theories and ubiquitous applications in diverse scientific fields. However, the universal utility of this field often hinders the possibility of having a generalized…
We apply multiple testing procedures to the validation of estimated default probabilities in credit rating systems. The goal is to identify rating classes for which the probability of default is estimated inaccurately, while still…
Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…
Group sequential design (GSD) is widely used in clinical trials in which correlated tests of multiple hypotheses are used. Multiple primary objectives resulting in tests with known correlations include evaluating 1) multiple experimental…
Suppose that at any stage of a statistical experiment a control variable $X$ that affects the distribution of the observed data $Y$ at this stage can be used. The distribution of $Y$ depends on some unknown parameter $\theta$, and we…
Correlated observations are ubiquitous phenomena in a plethora of scientific avenues. Tackling this dependence among test statistics has been one of the pertinent problems in simultaneous inference. However, very little literature exists…
The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible…
This article presents a differential geometrical method for analyzing sequential test procedures. It is based on the primal result on the conformal geometry of statistical manifold developed in Kumon, Takemura and Takeuchi (2011). By…
We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…
This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…
Statistical discoveries are often obtained through multiple hypothesis testing. A variety of procedures exists to evaluate multiple hypotheses, for instance the ones of Benjamini-Hochberg, Bonferroni, Holm or Sidak. We are particularly…
Response-adaptive designs allow the randomization probabilities to change during the course of a trial based on cumulated response data, so that a greater proportion of patients can be allocated to the better performing treatments. A major…
When an interval of integers between the lower bound $l_i$ and the upper bound $u_i$ is the support of the marginal distribution $n_i|(n_{i-1}, ...,n_1)$, Chen et al, 2005 noticed that sampling from the interval at each step, for $n_i$…
In applications such as clinical safety analysis, the data of the experiments usually consists of frequency counts. In the analysis of such data, researchers often face the problem of multiple testing based on discrete test statistics,…