New confidence envelopes for false discoveries in selective inference, adapted to heterogeneous discrete p-values via Bretagnolle inequality and a new Simes variant, with simulation comparisons.
63 Remark F.2.The proposition and its proof prove that local tests of the form(26)can be rewritten in the form(7)by lettingℓ i:n =f −1 n (i)
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Confidence envelopes for the false discoveries with heterogeneous data
New confidence envelopes for false discoveries in selective inference, adapted to heterogeneous discrete p-values via Bretagnolle inequality and a new Simes variant, with simulation comparisons.