Distribution-free Multiple Testing
Sep 28, 2016, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Ery Arias-Castro, Department of Mathematics, University of California, San Diego (Speaker)
We study a stylized multiple testing problem where the test statistics are independent and assumed to have the same distribution under their respective null hypotheses. We first show that, in the normal means model where the test statistics are normal Z-scores, the well-known method of (Benjamini and Hochberg, 1995) is optimal in some asymptotic sense. We then show that this is also the case of a...