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Multiple testing with discrete p-values routinely arises in various scientific endeavors. However, procedures, including the false discovery rate (FDR) controlling Benjamini-Hochberg (BH) procedure, often used in such settings, being…

Methodology · Statistics 2019-06-06 Xiongzhi Chen , Sanat K. Sarkar

In online multiple testing, the hypotheses arrive one by one, and at each time we must immediately reject or accept the current hypothesis solely based on the data and hypotheses observed so far. Many online procedures have been proposed,…

Methodology · Statistics 2026-02-27 Lasse Fischer , Ziyu Xu , Aaditya Ramdas

We investigate the multiplicity model with m values of some test statistic independently drawn from a mixture of no effect (null) and positive effect (alternative), where we seek to identify, the alternative test results with a controlled…

Methodology · Statistics 2024-02-06 Zhiwen Jiang , Stephan Morgenthaler

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

E-values have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence. In brief, e-values are realized by random variables with expectation at most one under the null; examples include…

Statistics Theory · Mathematics 2021-12-16 Ruodu Wang , Aaditya Ramdas

The partial conjunction null hypothesis is tested in order to discover a signal that is present in multiple studies. The standard approach of carrying out a multiple test procedure on the partial conjunction (PC) $p$-values can be extremely…

Methodology · Statistics 2024-06-14 Thorsten Dickhaus , Ruth Heller , Anh-Tuan Hoang , Yosef Rinott

Heteroskedasticity poses several methodological challenges in designing valid and powerful procedures for simultaneous testing of composite null hypotheses. In particular, the conventional practice of standardizing or re-scaling…

Methodology · Statistics 2025-09-04 Bowen Gang , Trambak Banerjee

Much effort has been made to improve the famous step up test of Benjamini and Hochberg given by linear critical values $\frac{i\alpha}{n}$. It is pointed out by Gavrilov, Benjamini and Sarkar that step down multiple tests based on the…

Statistics Theory · Mathematics 2016-08-10 Julia Benditkis , Arnold Janssen

Identifying the most powerful test in multiple hypothesis testing under strong family-wise error rate (FWER) control is a fundamental problem in statistical methodology. State-of-the-art approaches formulate this as a constrained…

Methodology · Statistics 2025-12-17 Prasanjit Dubey , Xiaoming Huo

High-dimensional feature selection is routinely required to balance statistical power with strict control of multiple-error metrics such as the k-Family-Wise Error Rate (k-FWER) and the False Discovery Proportion (FDP), yet some existing…

Methodology · Statistics 2026-03-03 Xuelin Zhang , Jingxuan Liang , Xinyue Liu , Hong Chen , Biqin Song

False discovery rate (FDR) is a commonly used criterion in multiple testing and the Benjamini-Hochberg (BH) procedure is arguably the most popular approach with FDR guarantee. To improve power, the adaptive BH procedure has been proposed by…

Methodology · Statistics 2023-10-11 Zijun Gao

We develop a technique to improve the power of any e-value by a simple randomization involving one independent uniform random variable. Using this framework, we show that two procedures for false discovery rate (FDR) control -- the…

Methodology · Statistics 2025-12-15 Ziyu Xu , Aaditya Ramdas

We consider strictly stationary stochastic processes of Hilbert space-valued random variables and focus on fully functional tests for the equality of the lag-zero autocovariance operators of several independent functional time series. A…

Statistics Theory · Mathematics 2020-04-07 Dimitrios Pilavakis , Efstathios Paparoditis , Theofanis Sapatinas

During multiple testing, researchers often adjust their alpha level to control the familywise error rate for a statistical inference about a joint union alternative hypothesis (e.g., "H1,1 or H1,2"). However, in some cases, they do not make…

Methodology · Statistics 2024-04-04 Mark Rubin

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

Platform trials evaluate multiple experimental treatments under a single master protocol, where new treatment arms are added to the trial over time. Given the multiple treatment comparisons, there is the potential for inflation of the…

Methodology · Statistics 2022-02-09 David S. Robertson , James M. S. Wason , Franz König , Martin Posch , Thomas Jaki

The Benjamini-Hochberg (BH) procedure is widely used to control the false detection rate (FDR) in multiple testing. Applications of this control abound in drug discovery, forensics, anomaly detection, and, in particular, machine learning,…

Statistics Theory · Mathematics 2025-01-08 Louis L Chen , Roberto Szechtman , Matan Seri

The generalized linear models (GLM) have been widely used in practice to model non-Gaussian response variables. When the number of explanatory features is relatively large, scientific researchers are of interest to perform controlled…

Methodology · Statistics 2020-07-03 Chenguang Dai , Buyu Lin , Xin Xing , Jun S. Liu

Multiple hypothesis testing practices vary widely, without consensus on which are appropriate when. This paper provides an economic foundation for these practices designed to capture leading examples, such as regulatory approval on the…

General Economics · Economics 2026-02-19 Davide Viviano , Kaspar Wuthrich , Paul Niehaus

In many scenarios such as genome-wide association studies where dependences between variables commonly exist, it is often of interest to infer the interaction effects in the model. However, testing pairwise interactions among millions of…

Methodology · Statistics 2022-09-02 Jingyi Duan , Yang Ning , Xi Chen , Yong Chen