A note on e-values and multiple testing

Guanxun Li and Xianyang Zhang

Biometrika, 2025, vol. 112, issue 1, 2055-85

Abstract: SummaryWe 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 & Candés (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.

Keywords: Benjamini–Hochberg procedure; E-value; False discovery rate; Leave-one-out analysis; Multiple testing (search for similar items in EconPapers)
Date: 2025
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