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Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error…

Statistics Theory · Mathematics 2007-06-13 E. L. Lehmann , Joseph P. Romano , Juliet Popper Shaffer

Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…

Statistics Theory · Mathematics 2025-03-21 Monitirtha Dey , Subir Kumar Bhandari

There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater. The paper first will describe multiplicity issues that arise in tests…

Statistics Theory · Mathematics 2007-06-13 Juliet Popper Shaffer

When testing many hypotheses, often we do not have strong expectations about the directions of the effects. In some situations however, the alternative hypotheses are that the parameters lie in a certain direction or interval, and it is in…

Methodology · Statistics 2026-03-02 Jesse Hemerik

This article considers the problem of multiple hypothesis testing using $t$-tests. The observed data are assumed to be independently generated conditional on an underlying and unknown two-state hidden model. We propose an asymptotically…

Statistics Theory · Mathematics 2011-02-22 Hongyuan Cao , Michael R. Kosorok

We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…

Signal Processing · Electrical Eng. & Systems 2026-04-27 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

When dealing with the problem of simultaneously testing a large number of null hypotheses, a natural testing strategy is to first reduce the number of tested hypotheses by some selection (screening or filtering) process, and then to…

Methodology · Statistics 2017-03-21 Wenge Guo , Joseph P. Romano

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

We revisit the outlier hypothesis testing framework of Li \emph{et al.} (TIT 2014) and derive fundamental limits for the optimal test under the generalized Neyman-Pearson criterion. In outlier hypothesis testing, one is given multiple…

Information Theory · Computer Science 2022-02-15 Lin Zhou , Yun Wei , Alfred Hero

This paper is a review of the popular Benjamini Hochberg Method and other related useful methods of Multiple Hypothesis testing. This is written with the purpose of serving a short but complete easy to understand review of the main article…

Methodology · Statistics 2014-06-30 Anish Acharya

Multiple testing problems arising in modern scientific applications can involve simultaneously testing thousands or even millions of hypotheses, with relatively few true signals. In this paper, we consider the multiple testing problem where…

Methodology · Statistics 2016-06-28 Ang Li , Rina Foygel Barber

This paper discusses several p-value-free multiple hypothesis testing methods proposed in recent years and organizes them by introducing a unified framework termed competition test. Although existing competition tests are effective in…

Methodology · Statistics 2025-12-02 Mingzhou Deng , Yan Fu

We present a unifying approach to multiple testing procedures for sequential (or streaming) data by giving sufficient conditions for a sequential multiple testing procedure to control the familywise error rate (FWER), extending to the…

Methodology · Statistics 2015-02-25 Jay Bartroff , Jinlin Song

An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimators have been introduced in the literature; however, several…

Statistics Theory · Mathematics 2010-01-12 T. Tony Cai , Jiashun Jin

This paper introduces a novel conformal selection procedure, inspired by the Neyman--Pearson paradigm, to maximize the power of selecting qualified units while maintaining false discovery rate (FDR) control. Existing conformal selection…

Methodology · Statistics 2025-02-25 Jing Qin , Yukun Liu , Moming Li , Chiung-Yu Huang

The problem of simple $M-$ary hypothesis testing under a generic performance criterion that depends on arbitrary functions of error probabilities is considered. Using results from convex analysis, it is proved that an optimal decision rule…

Signal Processing · Electrical Eng. & Systems 2019-07-26 Berkan Dulek , Cuneyd Ozturk , Sinan Gezici

Consider the problem of testing multiple null hypotheses. A classical approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate ($FWER$), the probability of even one…

Statistics Theory · Mathematics 2007-06-13 Joseph P. Romano , Azeem M. Shaikh

Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability,…

Methodology · Statistics 2018-10-17 Axel Gandy , Georg Hahn

Traditional hypothesis tests for differences between binomial proportions are at risk of being too liberal (Wald test) or overly conservative (Fisher's exact test). This problem is exacerbated in small samples. Regulators favour exact…

Methodology · Statistics 2025-07-31 Stef Baas , Yaron Racah , Elad Berkman , Sofia S. Villar

This research deals with massive multiple hypothesis testing. First regarding multiple tests as an estimation problem under a proper population model, an error measurement called Erroneous Rejection Ratio (ERR) is introduced and related to…

Statistics Theory · Mathematics 2007-06-13 Cheng Cheng