A note on e-values and multiple testing

被引：0
作者：
Li, Guanxun [1 ]
Zhang, Xianyang [2 ]
机构：
[1] Beijing Normal Univ Zhuhai, Dept Stat, 18 Jinfeng Rd, Zhuhai 519087, Guangdong, Peoples R China
[2] Texas A&M Univ, Dept Stat, 400 Bizzell St, College Stn, TX 77843 USA
来源：
BIOMETRIKA | 2024年 / 112卷 / 01期
关键词：
Benjamini-Hochberg procedure; E-value; False discovery rate; Leave-one-out analysis; Multiple testing; FALSE DISCOVERY RATE;
D O I：
10.1093/biomet/asae050
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
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.
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页数：8
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