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In the field of multiple hypothesis testing, combining p-values represents a fundamental statistical method. The Cauchy combination test (CCT) (Liu and Xie, 2020) excels among numerous methods for combining p-values with powerful and…

Methodology · Statistics 2024-10-17 Yanyan Ouyang , Xingwei Liu , Lixing Zhu , Wangli Xu

In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly…

Methodology · Statistics 2016-11-01 Rina Foygel Barber , Aaditya Ramdas

In this paper, we consider the problem of simultaneously testing many two-sided hypotheses when rejections of null hypotheses are accompanied by claims of the direction of the alternative. The fundamental goal is to construct methods that…

Statistics Theory · Mathematics 2017-03-21 Anjana Grandhi , Wenge Guo , Joseph P. Romano

We introduce a simple tool to control for false discoveries and identify individual signals in scenarios involving many tests, dependent test statistics, and potentially sparse signals. The tool applies the Cauchy combination test…

Econometrics · Economics 2023-06-02 Nabil Bouamara , Sébastien Laurent , Shuping Shi

Testing composite null hypotheses arises in various applications, such as mediation and replicability analyses. The problem becomes more challenging in high-throughput experiments where tens of thousands of features are examined…

Methodology · Statistics 2025-04-29 Pengfei Lyu , Xianyang Zhang , Hongyuan Cao

Equivalence tests, otherwise known as parity or similarity tests, are frequently used in ``bioequivalence studies" to establish practical equivalence rather than the usual statistical significant difference. In this article, we propose an…

Methodology · Statistics 2025-07-29 Daniel Ochieng

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…

Multiple hypothesis testing often involves composite nulls, i.e., nulls that are associated with two or more distributions. In many cases, it is reasonable to assume that there is a prior distribution on the distributions despite it is…

Statistics Theory · Mathematics 2008-07-31 Zhiyi Chi

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

Negative control is a common technique in scientific investigations and broadly refers to the situation where a null effect (''negative result'') is expected. Motivated by a real proteomic dataset, we will present three promising and…

Methodology · Statistics 2023-03-21 Zijun Gao , Qingyuan Zhao

Motivation: Combining the results of different experiments to exhibit complex patterns or to improve statistical power is a typical aim of data integration. The starting point of the statistical analysis often comes as sets of p-values…

Methodology · Statistics 2021-12-02 Tristan Mary-Huard , Sarmistha Das , Indranil Mukhopadhyay , Stéphane Robin

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

We consider statistical hypothesis testing simultaneously over a fairly general, possibly uncountably infinite, set of null hypotheses, under the assumption that a suitable single test (and corresponding $p$-value) is known for each…

Methodology · Statistics 2014-02-10 Gilles Blanchard , Sylvain Delattre , Etienne Roquain

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

There is a significant literature on methods for incorporating knowledge into multiple testing procedures so as to improve their power and precision. Some common forms of prior knowledge include (a) beliefs about which hypotheses are null,…

Methodology · Statistics 2019-08-07 Aaditya Ramdas , Rina Foygel Barber , Martin J. Wainwright , Michael I. Jordan

False discovery rate (FDR) procedures provide misleading inference when testing multiple null hypotheses with heterogeneous multinomial data. For example, in the motivating study the goal is to identify species of bacteria near the roots of…

Methodology · Statistics 2015-11-05 Joshua Habiger , David Watts , Michael Anderson

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

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

Thanks to its favorable properties, the multivariate normal distribution is still largely employed for modeling phenomena in various scientific fields. However, when the number of components $p$ is of the same asymptotic order as the sample…

Statistics Theory · Mathematics 2022-11-17 Caizhu Huang , Claudia Di Caterina , Nicola Sartori

Consider the problem of simultaneously testing null hypotheses H_1,...,H_s. The usual approach to dealing with the multiplicity problem is to restrict attention to procedures that control the familywise error rate (FWER), the probability of…

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