Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics
Article Type
Research Article
Publication Title
Statistics and Probability Letters
Abstract
Here, we suggest a family of easy-to-implement multiple hypotheses testing rules that is asymptotically optimal for sparsely present alternatives when the tests are based on a vector of exchangeable and dependent test statistics jointly following a multivariate normal distribution.
DOI
10.1016/j.spl.2023.110030
Publication Date
4-1-2024
Recommended Citation
Roy, Rahul and Bhandari, Subir Kumar, "Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics" (2024). Journal Articles. 4615.
https://digitalcommons.isical.ac.in/journal-articles/4615
COinS