KMS Of Academy of mathematics and systems sciences, CAS
| ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE | |
Vovk, Vladimir1; Wang, Bin2 ; Wang, Ruodu3
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| 2022-02-01 | |
| Source Publication | ANNALS OF STATISTICS
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| ISSN | 0090-5364 |
| Volume | 50Issue:1Pages:351-375 |
| Abstract | Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically study the admissibility (in Wald's sense) of p-merging functions and their domination structure, without any information on the dependence structure of the input p-values. As a technical tool, we use the notion of e-values, which are alternatives to p-values recently promoted by several authors. We obtain several results on the representation of admissible p-merging functions via e-values and on (in)admissibility of existing p-emerging functions. By introducing new admissible p-merging functions, we show that some classic merging methods can be strictly improved to enhance power without compromising validity under arbitrary dependence. |
| Keyword | Multiple hypothesis testing global null duality admissible decisions e-values |
| DOI | 10.1214/21-AOS2109 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | Amazon ; Astra Zeneca ; Natural Sciences and Engineering Research Council of Canada[RGPIN-2018-03823] ; Natural Sciences and Engineering Research Council of Canada[RGPAS-2018-522590] ; Stena Line |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000758697800015 |
| Publisher | INST MATHEMATICAL STATISTICS-IMS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/60125 |
| Collection | 应用数学研究所 |
| Corresponding Author | Vovk, Vladimir |
| Affiliation | 1.Royal Holloway Univ London, Dept Comp Sci, London, England 2.Chinese Acad Sci, RCSDS, NCMIS, Acad Math & Syst Sci, Beijing, Peoples R China 3.Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON, Canada |
| Recommended Citation GB/T 7714 | Vovk, Vladimir,Wang, Bin,Wang, Ruodu. ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE[J]. ANNALS OF STATISTICS,2022,50(1):351-375. |
| APA | Vovk, Vladimir,Wang, Bin,&Wang, Ruodu.(2022).ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE.ANNALS OF STATISTICS,50(1),351-375. |
| MLA | Vovk, Vladimir,et al."ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE".ANNALS OF STATISTICS 50.1(2022):351-375. |
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