Admissible ways of merging p-values under arbitrary dependence
Admissible ways of merging p-values under arbitrary dependence
Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically study the admissibility (in Wald's sense) of p-merging functions and their domination structure, without any information on the dependence structure of …