A multiple testing procedure for clustered alternative hypotheses. It is assumed that the p-values under the null hypotheses follow U(0,1) and that the distributions of p-values from the alternative hypotheses are stochastically smaller than U(0,1). By aggregating information, this method is more sensitive to detecting signals of low magnitude than standard methods. Additionally, sporadic small p-values appearing within a null hypotheses sequence are avoided by averaging on the neighboring p-values.
| Package: | ChangepointTesting |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2022-06-05 |
| License: GPL-2 | Package: |
Cao, H. and Wu, W. B. (2015) Changepoint estimation: Another look at multiple testing problems. Biometrika, 102, 974--980.