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Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics

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  • Roy, Rahul
  • Bhandari, Subir Kumar

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.

Suggested Citation

  • Roy, Rahul & Bhandari, Subir Kumar, 2024. "Asymptotic Bayes’ optimality under sparsity for exchangeable dependent multivariate normal test statistics," Statistics & Probability Letters, Elsevier, vol. 207(C).
    • Handle: RePEc:eee:stapro:v:207:y:2024:i:c:s0167715223002535
    DOI: 10.1016/j.spl.2023.110030
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    Cited by:

    1. Monitirtha Dey, 2024. "On limiting behaviors of stepwise multiple testing procedures," Statistical Papers, Springer, vol. 65(9), pages 5691-5717, December.
    2. Sayantan Paul & Arijit Chakrabarti, 2025. "Posterior contraction rate and asymptotic Bayes optimality for one group global–local shrinkage priors in sparse normal means problem," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(5), pages 787-819, October.
    3. Monitirtha Dey, 2025. "Asymptotics in multiple hypotheses testing under dependence: beyond normality," Statistical Papers, Springer, vol. 66(7), pages 1-14, December.

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