Augmenting an omnibus test with conditionally calibrated secondary statistics and a small Type I error budget preserves primary power and sharply increases sensitivity to feature-specific departures.
Tamhane, Jiangtao Gou, Christopher Jennison, Cyrus R
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Priority-preserving augmentation of goodness-of-fit tests by conditional calibration
Augmenting an omnibus test with conditionally calibrated secondary statistics and a small Type I error budget preserves primary power and sharply increases sensitivity to feature-specific departures.