A strong law of large numbers related to multiple testing normal means

Xiongzhi Chen and R.W. Doerge

Statistics & Probability Letters, 2020, vol. 159, issue C

Abstract: We prove a strong law of large numbers for simultaneously testing whether the means of a set of dependent normal random variables are zero. Our result can be used to check whether the widely-used “weak dependence” assumption holds.

Keywords: False discovery proportion; Normal-means problem under dependence; Hermite polynomial; Strong law of large numbers (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2019.108693

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