Continuous testing for Poisson process intensities: a new perspective on scanning statistics

成果类型:
Article
署名作者:
Picard, Franck; Reynaud-Bouret, Patricia; Roquain, Etienne
署名单位:
Centre National de la Recherche Scientifique (CNRS); VetAgro Sup; Centre National de la Recherche Scientifique (CNRS); Sorbonne Universite; Universite Paris Cite
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.1093/biomet/asy044
发表日期:
2018
页码:
931944
关键词:
false discovery rate adaptive tests approximations hypotheses bootstrap
摘要:
We propose a continuous testing framework to test the intensities of Poisson processes that allows a rigorous definition of the complete testing procedure, from an infinite number of hypotheses to joint error rates. Our work extends procedures based on scanning windows by controlling the familywise error rate and the false discovery rate in a non-asymptotic manner and in a continuous way. We introduce the p-value process on which the decision rule is based. Our method is applied in neuroscience via the standard homogeneity and two-sample tests.
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