Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics

Rahul Roy and Subir Kumar Bhandari

Statistics & Probability Letters, 2024, vol. 207, issue C

Abstract: Here, we suggest a family of easy-to-implement multiple hypotheses testing rules that is asymptotically optimal for sparsely present alternatives when the tests are based on a vector of exchangeable and dependent test statistics jointly following a multivariate normal distribution.

Keywords: Multiple testing under dependence; Exchangeable test statistics; Equal correlation (search for similar items in EconPapers)
Date: 2024
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2023.110030

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