Simultaneous Critical Values For T-Tests In Very High Dimensions

This article considers the problem of multiple hypothesis testing using t-tests. The observed data are assumed to be independently generated conditional on an underlying and unknown two-state hidden model. We propose an asymptotically valid data-driven procedure to find critical values for rejection...

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Bibliographic Details
Published inBernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability Vol. 17; no. 1; p. 347
Main Authors Cao, Hongyuan, Kosorok, Michael R
Format Journal Article
LanguageEnglish
Published England 01.02.2011
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ISSN1350-7265
DOI10.3150/10-BEJ272

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