Imperial College London
Portrait Picture

Professor David van Dyk

Faculty of Natural Sciences, Department of Mathematics

Chair in Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8574d.van-dyk Website

 
 
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Assistant

 

Mr David Whittaker +44 (0)20 7594 8481

 
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Location

 

539Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Algeri:2021:10.5705/ss.202018.0027,
author = {Algeri, S and van, Dyk D},
doi = {10.5705/ss.202018.0027},
journal = {Statistica Sinica},
pages = {959--979},
title = {Testing one hypothesis multiple times},
url = {http://dx.doi.org/10.5705/ss.202018.0027},
volume = {31},
year = {2021}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - In applied settings, tests of hypothesis where a nuisance parameteris only identifiable under the alternative often reduces into one of Testing OneHypothesis Multiple times (TOHM). Specifically, a fine discretization of the spaceof the non-identifiable parameter is specified, and the null hypothesis is testedagainst a set of sub-alternative hypothesis, one for each point of the discretization.The resulting sub-test statistics are then combined to obtain a global p-value.In this paper, we discuss a computationally efficient inferential tool to performTOHM under stringent significance requirements, such as those typically requiredin the physical sciences, (e.g., p-value < 10−7). The resulting procedure leadsto a generalized approach to perform inference under non-standard conditions,including non-nested models comparisons.
AU  - Algeri,S
AU  - van,Dyk D
DO  - 10.5705/ss.202018.0027
EP  - 979
PY  - 2021///
SN  - 1017-0405
SP  - 959
TI  - Testing one hypothesis multiple times
T2  - Statistica Sinica
UR  - http://dx.doi.org/10.5705/ss.202018.0027
UR  - http://www3.stat.sinica.edu.tw/statistica/j31n2/J31N217/J31N217.html
UR  - http://hdl.handle.net/10044/1/72821
VL  - 31
ER  -
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