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Related papers: On Asymptotic Behaviors of Stepwise Multiple Testi…

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In this paper, the problem of error control of stepwise multiple testing procedures is considered. For two-sided hypotheses, control of both type 1 and type 3 (or directional) errors is required, and thus mixed directional familywise error…

Statistics Theory · Mathematics 2016-02-10 Wenge Guo , Joseph P. Romano

In research on eye movements in reading, it is common to analyze a number of canonical dependent measures to study how the effects of a manipulation unfold over time. Although this gives rise to the well-known multiple comparisons problem,…

Applications · Statistics 2016-10-11 Titus von der Malsburg , Bernhard Angele

In the context of multiple hypotheses testing, the proportion $\pi_0$ of true null hypotheses in the pool of hypotheses to test often plays a crucial role, although it is generally unknown a priori. A testing procedure using an implicit or…

Statistics Theory · Mathematics 2009-02-17 Gilles Blanchard , Etienne Roquain

One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…

Methodology · Statistics 2024-01-04 Daniel Ochieng

This paper considers Bayesian multiple testing under sparsity for polynomial-tailed distributions satisfying a monotone likelihood ratio property. Included in this class of distributions are the Student's t, the Pareto, and many other…

Statistics Theory · Mathematics 2016-07-29 Xueying Tang , Ke Li , Malay Ghosh

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

Methodology · Statistics 2025-08-22 Guanxun Li , Xianyang Zhang

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

The large bulk of work in multiple testing has focused on specifying procedures that control the false discovery rate (FDR), with relatively less attention being paid to the corresponding Type II error known as the false non-discovery rate…

Statistics Theory · Mathematics 2020-05-11 Max Rabinovich , Michael I. Jordan , Martin J. Wainwright

E-processes enable hypothesis testing with ongoing data collection while maintaining Type I error control. However, when testing multiple hypotheses simultaneously, current $e$-value based multiple testing methods such as e-BH are not…

Statistics Theory · Mathematics 2025-07-18 Yury Tavyrikov , Jelle J. Goeman , Rianne de Heide

This work investigates multiple testing by considering minimax separation rates in the sparse sequence model, when the testing risk is measured as the sum FDR+FNR (False Discovery Rate plus False Negative Rate). First using the popular…

Statistics Theory · Mathematics 2023-08-31 Kweku Abraham , Ismael Castillo , Etienne Roquain

Ordered testing procedures are multiple testing procedures that exploit a pre-specified ordering of the null hypotheses, from most to least promising. We analyze and compare the power of several recent proposals using the asymptotic…

Methodology · Statistics 2016-06-08 Lihua Lei , William Fithian

This paper is concerned with the problem of comparing the population means of two groups of independent observations. An approximate randomization test procedure based on the test statistic of Chen and Qin (2010) is proposed. The asymptotic…

Statistics Theory · Mathematics 2022-08-23 Rui Wang , Wangli Xu

We introduce a multiple testing procedure that controls the median of the proportion of false discoveries (FDP) in a flexible way. The procedure only requires a vector of p-values as input and is comparable to the Benjamini-Hochberg method,…

Methodology · Statistics 2024-03-14 Jesse Hemerik , Aldo Solari , Jelle J Goeman

We address a common problem in large-scale data analysis, and especially the field of genetics, the huge-scale testing problem, where millions to billions of hypotheses are tested together creating a computational challenge to perform…

Methodology · Statistics 2015-01-22 Vered Madar , Sandra Batista

We propose a general and flexible procedure for testing multiple hypotheses about sequential (or streaming) data that simultaneously controls both the false discovery rate (FDR) and false nondiscovery rate (FNR) under minimal assumptions…

Methodology · Statistics 2019-01-14 Jay Bartroff , Jinlin Song

We present a novel method for controlling the $k$-familywise error rate ($k$-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Cand\`es. Our procedure, which we also refer to as knockoffs,…

Methodology · Statistics 2015-11-10 Lucas Janson , Weijie Su

The recent e-Benjamini-Hochberg (e-BH) procedure for multiple hypothesis testing is known to control the false discovery rate (FDR) under arbitrary dependence between the input e-values. This paper points out an important subtlety when…

Methodology · Statistics 2025-08-06 Hongjian Wang , Sanjit Dandapanthula , Aaditya Ramdas

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

In the setting of multiple testing, compound p-values generalize p-values by asking for superuniformity to hold only \emph{on average} across all true nulls. We study the properties of the Benjamini--Hochberg procedure applied to compound…

Statistics Theory · Mathematics 2025-07-30 Rina Foygel Barber , Richard J Samworth

After the seminal Benjamini-Hochberg (BH) procedure for controlling the false discovery rate (FDR) was proposed, dozens of papers have attempted to improve its power by adapting to the unknown proportion of nulls. We observe that most null…

Methodology · Statistics 2026-03-24 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas