A two-stage mediation-testing procedure uses a transformed pair of order-statistic p-values that are asymptotically independent, allowing data-adaptive screening and FDR control without sample splitting.
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Two-stage Adaptive Testing of Large-scale Mediation Hypotheses
A two-stage mediation-testing procedure uses a transformed pair of order-statistic p-values that are asymptotically independent, allowing data-adaptive screening and FDR control without sample splitting.