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Testing intersections of null-hypotheses is an integral part of closed testing procedures for assessing multiple null-hypotheses under family-wise type 1 error control. Popular intersection tests such as the minimum p-value test are based…

Methodology · Statistics 2025-11-11 Christian Bressen Pipper , Andreas Nordland , Klaus Kähler Holst

Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Nirian Martin , Ayanendranath Basu , Leandro Pardo

This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…

Statistics Theory · Mathematics 2019-10-09 Vladimir Vovk , Ruodu Wang

Score tests have the advantage of requiring estimation alone of the model restricted by the null hypothesis, which often is much simpler than models defined under the alternative hypothesis. This is typically so when the alternative…

Econometrics · Economics 2021-07-14 Giuseppe Cavaliere , Zeng-Hua Lu , Anders Rahbek , Yuhong Yang

Multiple hypothesis testing is widely used to evaluate scientific studies involving statistical tests. However, for many of these tests, p-values are not available and are thus often approximated using Monte Carlo tests such as permutation…

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

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

In testing of hypothesis the robustness of the tests is an important concern. Generally, the maximum likelihood based tests are most efficient under standard regularity conditions, but they are highly non-robust even under small deviations…

Methodology · Statistics 2018-05-01 Ayanendranath Basu , Abhijit Mandal , Nirian Martin , Leandro Pardo

Combining test statistics from independent trials or experiments is a popular method of meta-analysis. However, there is very limited theoretical understanding of the power of the combined test, especially in high-dimensional models…

Statistics Theory · Mathematics 2023-10-31 Botond Szabó , Aad van der Vaart , Lasse Vuursteen , Harry van Zanten

The minimax robust hypothesis testing problem for the case where the nominal probability distributions are subject to both modeling errors and outliers is studied in twofold. First, a robust hypothesis testing scheme based on a relative…

Information Theory · Computer Science 2015-02-04 Gökhan Gül , Abdelhak M. Zoubir

Contemporary testing problems in statistics are increasingly complex, i.e., high-dimensional. Tests based on the $2$- and $\infty$-norm have received considerable attention in such settings, as they are powerful against dense and sparse…

Econometrics · Economics 2024-10-23 Anders Bredahl Kock , David Preinerstorfer

The power of multiple testing procedures can be increased by using weighted p-values (Genovese, Roeder and Wasserman 2005). We derive the optimal weights and we show that the power is remarkably robust to misspecification of these weights.…

Statistics Theory · Mathematics 2007-06-13 Larry Wasserman , Kathryn Roeder

Combining p-values from independent statistical tests is a popular approach to meta-analysis, particularly when the data underlying the tests are either no longer available or are difficult to combine. A diverse range of p-value combination…

Methodology · Statistics 2017-12-15 Nicholas Heard , Patrick Rubin-Delanchy

Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically study the admissibility (in Wald's sense) of p-merging…

Statistics Theory · Mathematics 2021-03-30 Vladimir Vovk , Bin Wang , Ruodu Wang

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

Hypothesis testing is a key part of empirical science and multiple testing as well as the combination of evidence from several tests are continued areas of research. In this article we consider the problem of combining the results of…

Statistics Theory · Mathematics 2022-07-15 Phillip B. Mogensen , Bo Markussen

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

We consider a robust version of the classical Wald test statistics for testing simple and composite null hypotheses for general parametric models. These test statistics are based on the minimum density power divergence estimators instead of…

Statistics Theory · Mathematics 2016-07-04 Abhik Ghosh , Abhijit Mandal , Nirian Martin , Leandro Pardo

This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust…

Methodology · Statistics 2019-05-09 Ayanendranath Basu , Abhik Ghosh , Nirian Martin , Leandro Pardo

In clinical studies with paired organs, binary outcomes often exhibit intra-subject correlation and may include a mixture of unilateral and bilateral observations. Under Donner's constant correlation model, we develop three likelihood-based…

Methodology · Statistics 2025-10-22 Jia Zhou , Chang-Xing Ma

Genetic investigations often involve the testing of vast numbers of related hypotheses simultaneously. To control the overall error rate, a substantial penalty is required, making it difficult to detect signals of moderate strength. To…

Methodology · Statistics 2010-10-25 Kathryn Roeder , Larry Wasserman
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