任意相依结构下的极小化p值合并(王彬)

2022-05-12 | 撰稿: | 浏览:

    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-merging 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. 
    Publication: 
    Annals of Statistics 50(1): 351-375 (February 2022) 
    Author: 
    Vladimir Vovk 
    Department of Computer Science, Royal Holloway, University of London, Egham, Surrey, UK. 
    E-mail: v.vovk@rhul.ac.uk  
    Bin Wang 
    RCSDS, NCMIS, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China. 
    E-mail: wangbin@amss.ac.cn  
    Ruodu Wang 
    Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario, Canada. 
    E-mail: wang@uwaterloo.ca  

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