Journal
STATISTICS & PROBABILITY LETTERS
Volume 166, Issue -, Pages -Publisher
ELSEVIER
DOI: 10.1016/j.spl.2020.108865
Keywords
Data splitting; Hypothesis testing; P-values; Subsampling
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Methods for the construction of hypothesis tests based on multiple data splitting are presented. The tests combine p-values, and exhibit overall Type 1 error control. But, it is also shown that multiple data splitting may have worse power than single splitting. (C) 2020 Elsevier B.V. All rights reserved.
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