关于e值和多重检验的一个注记

A note on e-values and multiple testing

Biometrika · 2024
被引 2
ABS 4

中文导读

本文发现Benjamini-Hochberg程序与e-Benjamini-Hochberg程序之间存在联系,并扩展到Storey程序等,为设计多重检验程序提供新思路。

Abstract

Summary We discover a connection between the Benjamini–Hochberg procedure and the e-Benjamini–Hochberg procedure (Wang & Ramdas, 2022) with a suitably defined set of e-values. This insight extends to Storey’s procedure and generalized versions of the Benjamini–Hochberg procedure and the model-free multiple testing procedure of Barber & Candés (2015) with a general form of rejection rules. We further summarize these findings in a unified form. These connections open up new possibilities for designing multiple testing procedures in various contexts by aggregating e-values from different procedures or assembling e-values from different data subsets.

统计学计量经济学多重检验