Since James and Stein's seminal work, the problem of "estimating n normal means" has received plenty of enthusiasm in the statistics community. Recently, driven by the fast expansion of the field of large-scale multiple testing, there has been a resurgence of research interest in the "n" normal...

type="main" xml:id="rssb12064-abs-0001" <title type="main">Summary</title> <p>The paper develops a unified theoretical and computational framework for false discovery control in multiple testing of spatial signals. We consider both pointwise and clusterwise spatial analyses, and derive oracle procedures which optimally...</p>

type="main" xml:id="rssb12034-abs-0001" <title type="main">Summary</title> <p>The paper considers in the high dimensional setting a canonical testing problem in multivariate analysis, namely testing the equality of two mean vectors. We introduce a new test statistic that is based on a linear transformation of the data by the...</p>

The paper considers the problem of multiple testing under dependence in a compound decision theoretic framework. The observed data are assumed to be generated from an underlying two-state hidden Markov model. We propose oracle and asymptotically optimal data-driven procedures that aim to...