On the power of some sequential multiple testing procedures
| العنوان: | On the power of some sequential multiple testing procedures |
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| المؤلفون: | Ery Arias-Castro, Shiyun Chen |
| المصدر: | Annals of the Institute of Statistical Mathematics. 73:311-336 |
| بيانات النشر: | Springer Science and Business Media LLC, 2020. |
| سنة النشر: | 2020 |
| مصطلحات موضوعية: | Statistics and Probability, 05 social sciences, 01 natural sciences, Power (physics), 010104 statistics & probability, Distribution (mathematics), 0502 economics and business, Multiple comparisons problem, 0101 mathematics, Null hypothesis, Algorithm, 050205 econometrics, Statistical hypothesis testing, Mathematics, Complement (set theory) |
| الوصف: | We study an online multiple testing problem where the hypotheses arrive sequentially in a stream. The test statistics are independent and assumed to have the same distribution under their respective null hypotheses. We investigate two recently proposed procedures LORD and LOND, which are proved to control the FDR in an online manner. In some (static) model, we show that LORD is optimal in some asymptotic sense, in particular as powerful as the (static) Benjamini–Hochberg procedure to first asymptotic order. We also quantify the performance of LOND. Some numerical experiments complement our theory. |
| تدمد: | 1572-9052 0020-3157 |
| الوصول الحر: | https://explore.openaire.eu/search/publication?articleId=doi_________::35f7a67e30a3e7c8b5d03949c473355eTest https://doi.org/10.1007/s10463-020-00752-5Test |
| حقوق: | CLOSED |
| رقم الانضمام: | edsair.doi...........35f7a67e30a3e7c8b5d03949c473355e |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 15729052 00203157 |
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