ADMISSIBLE WAYS OF MERGING P-VALUES UNDER ARBITRARY DEPENDENCE
文献类型：期刊论文
| 作者 | Vovk, Vladimir3; Wang, Bin2 ; Wang, Ruodu1
|
| 刊名 | ANNALS OF STATISTICS
 |
| 出版日期 | 2022-02-01 |
| 卷号 | 50期号:1页码:351-375 |
| 关键词 | Multiple hypothesis testing global null duality admissible decisions e-values |
| ISSN号 | 0090-5364 |
| DOI | 10.1214/21-AOS2109 |
| 英文摘要 | 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. |
| 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 |
| 语种 | 英语 |
| WOS记录号 | WOS:000758697800015 |
| 出版者 | INST MATHEMATICAL STATISTICS-IMS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60124]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Vovk, Vladimir |
| 作者单位 | 1.Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON, Canada 2.Chinese Acad Sci, RCSDS, NCMIS, Acad Math & Syst Sci, Beijing, Peoples R China 3.Royal Holloway Univ London, Dept Comp Sci, London, England |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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