Multiple testing via relative belief ratios
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Publication:6277751
arXiv1609.06418MaRDI QIDQ6277751FDOQ6277751
Authors: Michael W. Evans, Jabed Tomal 
Publication date: 21 September 2016
Abstract: Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with assessing sparsity. The approach taken to sparsity has several advantages as it is based on a measure of evidence and does not require that the prior be restricted in any way.
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