Exact tests via multiple data splitting

Cyrus J. DiCiccio, Thomas J. DiCiccio and Joseph P. Romano

Statistics & Probability Letters, 2020, vol. 166, issue C

Abstract: Methods for the construction of hypothesis tests based on multiple data splitting are presented. The tests combine p-values, and exhibit overall Type 1 error control. But, it is also shown that multiple data splitting may have worse power than single splitting.

Keywords: Data splitting; Hypothesis testing; P-values; Subsampling (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (8)

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DOI: 10.1016/j.spl.2020.108865

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