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This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by $p$, is possibly much larger than the sample size $n$. There is a variety of economic applications where solving this…

Statistics Theory · Mathematics 2018-10-22 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

False discovery rate (FDR) control in structured hypotheses testing is an important topic in simultaneous inference. Most existing methods that aim to utilize group structure among hypotheses either employ the groupwise mixture model or…

Methodology · Statistics 2019-08-16 Xiongzhi Chen , Sanat K. Sarkar

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…

Applications · Statistics 2010-06-28 Sebastian Döhler

When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…

General Relativity and Quantum Cosmology · Physics 2009-11-11 L. Baggio , G. A. Prodi

The probability of false discovery proportion (FDP) exceeding $\gamma\in[0,1)$, defined as $\gamma$-FDP, has received much attention as a measure of false discoveries in multiple testing. Although this measure has received acceptance due to…

Statistics Theory · Mathematics 2014-06-03 Wenge Guo , Li He , Sanat K. Sarkar

Replication studies for scientific research are an important part of ensuring the reliability and integrity of experimental findings. In the context of clinical trials, the concept of replication has been formalised by the 'two-trials'…

Methodology · Statistics 2025-10-27 David S. Robertson , Thomas Jaki

Structured multiple-testing problems (gatekeeping trials, dose-finding, multi-tissue eQTL mapping, bundled-challenger A/B experiments) organize hypotheses into design-imposed blocks and demand strong family-wise error rate (FWER) control…

Methodology · Statistics 2026-05-28 Prasanjit Dubey , Xiaoming Huo

We consider multiple testing means of many dependent Normal random variables that do not necessarily follow a joint Normal distribution. Under weak dependence, we show the uniform consistency of proportion estimators that are constructed as…

Methodology · Statistics 2022-05-09 Xiongzhi Chen

In a context of multiple hypothesis testing, we provide several new exact calculations related to the false discovery proportion (FDP) of step-up and step-down procedures. For step-up procedures, we show that the number of erroneous…

Statistics Theory · Mathematics 2011-06-29 Etienne Roquain , Fanny Villers

For multiple testing based on p-values with c\`{a}dl\`{a}g distribution functions, we propose an FDR procedure "BH+" with proven conservativeness. BH+ is at least as powerful as the BH procedure when they are applied to super-uniform…

Methodology · Statistics 2020-03-09 Xiongzhi Chen

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

Methodology · Statistics 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any…

Methodology · Statistics 2011-11-16 Jianqing Fan , Xu Han , Weijie Gu

Testing to see whether a given data set comes from some specified distribution is among the oldest types of problems in Statistics. Many such tests have been developed and their performance studied. The general result has been that while a…

Applications · Statistics 2020-12-07 Wolfgang Rolke

Power series distributions form a useful subclass of one-parameter discrete exponential families suitable for modeling count data. A zero-inflated power series distribution is a mixture of a power series distribution and a degenerate…

Statistics Theory · Mathematics 2008-12-18 Archan Bhattacharya , Bertrand S. Clarke , Gauri S. Datta

In 2025, we identified a methodological issue in the bootstrapped differences of times series (BDOTS) first introduced in 2017 resulting in a significant inflation of the family-wise error rate. The goal of the present manuscript is…

Applications · Statistics 2025-03-25 Collin Nolte

The standard paradigm for confirmatory clinical trials is to compare experimental treatments with a control, for example the standard of care or a placebo. However, it is not always the case that a suitable control exists. Efficient…

Methodology · Statistics 2024-10-29 Thomas Burnett , Thomas Jaki

Hierarchical inference in (generalized) regression problems is powerful for finding significant groups or even single covariates, especially in high-dimensional settings where identifiability of the entire regression parameter vector may be…

Methodology · Statistics 2021-10-22 Claude Renaux , Peter Bühlmann

We propose a novel multiple testing methodology for controlling the false discovery rate (FDR) in high-dimensional linear models that integrates model-X knockoff techniques with debiased penalized regression estimators. At the foundation of…

Methodology · Statistics 2026-03-17 Jinyuan Chang , Chenlong Li , Cheng Yong Tang , Zhengtian Zhu

When comparing multiple groups in clinical trials, we are not only interested in whether there is a difference between any groups but rather the location. Such research questions lead to testing multiple individual hypotheses. To control…

This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…

Statistics Theory · Mathematics 2025-06-16 Yu-Chien Bo Ning
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