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

DOI10.1016/J.SPL.2023.110030MaRDI QIDQ6540880zbMATH OpenFDO

Authors Rahul Roy, Subir Kumar Bhandari

Publication date 17 May 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2023.110030

zbMATH Keywords

equal correlationexchangeable test statisticsmultiple testing under dependence

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25) Paired and multiple comparisons; multiple testing (62J15)

Recommendations

• Some permutation symmetric multiple hypotheses testing rules under dependent setup
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Cites work

• Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
• False Discovery Control in Large-Scale Spatial Multiple Testing
• Large-scale multiple testing under dependence
• Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control

Cited in

(6)

• Some permutation symmetric multiple hypotheses testing rules under dependent setup
• Bayes oracle property of multiple tests of multivariate normal means under sparsity
• An asymptotically exact multiple testing procedure under dependence
• Asymptotics in multiple hypotheses testing under dependence: beyond normality
• Posterior contraction rate and asymptotic Bayes optimality for one group global-local shrinkage priors in sparse normal means problem
• On limiting behaviors of stepwise multiple testing procedures

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