arXiv · 1112.4519
A comprehensive error rate for multiple testing
Abstract
The higher criticism of a family of tests starts with the individual uncorrected p-values of each test. It then requires a procedure for deciding whether the collection of p-values indicates the presence of a real effect and if possible selects the ones that deserve closer scrutiny. This paper investigates procedures in which the ordered p-values are compared to an arbitrary positive and non-decreasing threshold sequence.
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Djalel Eddine Meskaldji, Dimitri Van De Ville, Jean-Philippe Thiran, Stephan Morgenthaler. 2016-02-23. A comprehensive error rate for multiple testing. https://arxiv.org/abs/1112.4519
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