ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE

doi:10.1214/21-AOS2109

CSpace > 应用数学研究所

	ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE
	Vovk, Vladimir 1; Wang, Bin2 ; Wang, Ruodu 3
	2022-02-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	50 期号:1 页码:351-375
摘要	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.
关键词	Multiple hypothesis testing global null duality admissible decisions e-values
DOI	10.1214/21-AOS2109
收录类别	SCI
语种	英语
资助项目	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研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000758697800015
出版者	INST MATHEMATICAL STATISTICS-IMS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60125
专题	应用数学研究所
通讯作者	Vovk, Vladimir
作者单位	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
推荐引用方式 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.