Testing One Hypothesis Multiple Times: The Multidimensional Case

@article{Algeri2018TestingOH,
  title={Testing One Hypothesis Multiple Times: The Multidimensional Case},
  author={Sara Algeri and David A. van Dyk},
  journal={Journal of Computational and Graphical Statistics},
  year={2018},
  volume={29},
  pages={358 - 371}
}
Abstract The identification of new rare signals in data, the detection of a sudden change in a trend, and the selection of competing models are among the most challenging problems in statistical practice. These challenges can be tackled using a test of hypothesis where a nuisance parameter is present only under the alternative, and a computationally efficient solution can be obtained by the “testing one hypothesis multiple times” (TOHM) method. In the one-dimensional setting, a fine… 

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