A note on e-values and multiple testing

• 成果类型: Article
• 署名作者: Li, Guanxun; Zhang, Xianyang
• 署名单位: Beijing Normal University; Beijing Normal University Zhuhai; Texas A&M University System; Texas A&M University College Station
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asae050
• 发表日期: 2024
• 关键词: false discovery rate

摘要

We discover a connection between the Benjamini-Hochberg procedure and the e-Benjamini-Hochberg procedure (Wang & Ramdas, 2022) with a suitably defined set of e-values. This insight extends to Storey's procedure and generalized versions of the Benjamini-Hochberg procedure and the model-free multiple testing procedure of Barber & Cand & eacute;s (2015) with a general form of rejection rules. We further summarize these findings in a unified form. These connections open up new possibilities for designing multiple testing procedures in various contexts by aggregating e-values from different procedures or assembling e-values from different data subsets.