A simple procedure for the selection of significant effects
成果类型：
Article
署名作者：
Cox, DR
署名单位：
University of Oxford; Hong Kong University of Science & Technology
刊物名称：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
ISSN/ISSBN：
1369-7412
DOI：
10.1111/j.1369-7412.2004.05695.x
发表日期：
2004
页码：
395-400
关键词：
摘要：
Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.
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