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E-values have gained attention as potential alternatives to p-values as measures of uncertainty, significance and evidence.
Grünwald, P., de Heide, R., and Koolen, W. M. (2020) · 1906
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Confidence and discoveries with e-values
Vovk, V. and Wang, R. (2019) · 1912
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The large-sample distribution of the likelihood ratio for testing composite hypotheses
Wilks, S. S. (1938) · 1938
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Student’s t-test under symmetry conditions
Efron, B. (1969) · 1969
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Controlling the false discovery rate: a practical and powerful approach to multiple testing
Benjamini, Y. and Hochberg, Y. (1995) · 1995
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Bayes factors
Kass, R. E. and Raftery, A. E. (1995) · 1995
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Multiple hypotheses testing with weights
Benjamini, Y. and Hochberg, Y. (1997) · 1997
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The control of the false discovery rate in multiple testing under dependency
Benjamini, Y. and Yekutieli, D. (2001) · 2001
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A direct approach to false discovery rates
Storey, J. (2002) · 2002
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A stochastic process approach to false discovery control
Genovese, C. R. and Wasserman, L. (2004) · 2004
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Exceedance control of the false discovery proportion
Genovese, C. R. and Wasserman, L. (2006) · 2006
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Conditional calibration for false discovery rate control under dependence
Fithian, W. and Lei, L. (2020) · 2007
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Admissible ways of merging p-values under arbitrary dependence
Vovk, V., Wang, B., and Wang, R. (2020) · 2007
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Two simple sufficient conditions for FDR control
Blanchard, G. and Roquain, E. (2008) · 2008
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Two-stage stepup procedures controlling FDR
Sarkar, S. K. (2008) · 2008
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Likelihood ratio tests and singularities
Drton, M. (2009) · 2009
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On the false discovery rate and an asymptotically optimal rejection curve
Finner, H., Dickhaus, T., and Roters, M. (2009) · 2009
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Admissible anytime-valid sequential inference must rely on nonnegative martingales
Ramdas, A., Ruf, J., Larsson, M., and Koolen, W. (2020) · 2009
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False discoveries in mutual fund performance: Measuring luck in estimated alphas
Barras, L., Scaillet, O., and Wermers, R. (2010) · 2010
A bandit approach to sequential experimental design with false discovery control
Jamieson, K. G. and Jain, L. (2018) · 2018
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Su, W. (2018) · 2018
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Time-uniform Chernoff bounds via nonnegative supermartingales
Howard, S. R., Ramdas, A., McAuliffe, J., and Sekhon, J. (2020) · 2020
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Combining p-values via averaging
Vovk, V. and Wang, R. (2020) · 2020
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Universal inference
Wasserman, L., Ramdas, A., and Balakrishnan, S. (2020) · 2020
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Time-uniform, nonparametric, nonasymptotic confidence sequences
Howard, S. R., Ramdas, A., McAuliffe, J., and Sekhon, J. (2021) · 2021
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Estimating means of bounded random variables by betting
Waudby-Smith, I. and Ramdas, A. (2020b) · 2010
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Multiple testing for exploratory research
Goeman, J. J. and Solari, A. (2011) · 2011
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Test martingales, Bayes factors and p-values
Shafer, G., Shen, A., Vereshchagin, N., and Vovk, V. (2011) · 2011
Cited alongside, same era.
Further results on controlling the false discovery proportion
Guo, W., He, L., and Sarkar, S. K. (2014) · 2014
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New procedures controlling the false discovery proportion via Romano–Wolf’s heuristic
Delattre, S. and Roquain, E. (2015) · 2015
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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, P., Wang, B., and Wang, R. (2015) · 2015
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Filtering the rejection set while preserving false discovery rate control
Katsevich, E., Sabatti, C., and Bogomolov, M. (2021) · 2021
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Testing exchangeability: fork-convex hulls, supermartingales and e-processes
Ramdas, A., Ruf, J., Larsson, M., and Koolen, W. M. (2021) · 2021
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Testing by betting: A strategy for statistical and scientific communication
Shafer, G. (2021) · 2021
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E-values: Calibration, combination and applications
Vovk, V. and Wang, R. (2021) · 2021
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A unified framework for bandit multiple testing
Xu, Z., Wang, R., and Ramdas, A. (2021) · 2021
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Central limit theorems for classical likelihood ratio tests for high-dimensional normal distributions
Jiang, T. and Yang, F. (2013) · 2074
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Controlling the false discovery rate via knockoffs
Barber, R. F. and Candès, E. J. (2015) · 2085
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