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ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE
Vovk, Vladimir1; Wang, Bin2; Wang, Ruodu3
2022-02-01
Source PublicationANNALS OF STATISTICS
ISSN0090-5364
Volume50Issue:1Pages:351-375
AbstractMethods 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.
KeywordMultiple hypothesis testing global null duality admissible decisions e-values
DOI10.1214/21-AOS2109
Indexed BySCI
Language英语
Funding ProjectAmazon ; 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 AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000758697800015
PublisherINST MATHEMATICAL STATISTICS-IMS
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/60125
Collection中国科学院数学与系统科学研究院
Corresponding AuthorVovk, Vladimir
Affiliation1.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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