Large-scale multiple testing of composite null hypotheses under heteroskedasticity
异方差下复合原假设的大规模多重检验
Summary Heteroskedasticity poses several methodological challenges in designing valid and powerful procedures for simultaneous testing of composite null hypotheses. In particular, the conventional practice of standardizing or rescaling heteroskedastic test statistics in this setting may severely affect the power of the underlying multiple testing procedure. Additionally, when the inferential parameter of interest is correlated with the variance of the test statistic, methods…