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stat.ME2021
Controlling False Discovery Rates under Cross-Sectional Correlations
Junpei Komiyama, Masaya Abe, Kei Nakagawa +1
We consider controlling the false discovery rate for testing many time series with an unknown cross-sectional correlation structure. Given a large number of hypotheses, false and m…
stat.ME2018
A Simple Way to Deal with Cherry-picking
Junpei Komiyama, Takanori Maehara
Statistical hypothesis testing serves as statistical evidence for scientific innovation. However, if the reported results are intentionally biased, hypothesis testing no longer con…