# Sequential Selection Procedures and False Discovery Rate Control

arXiv: https://arxiv.org/abs/1309.5352 · HTML: https://mlsanity.com/paper/1309.5352/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 20 Sep 2013.

## Built on by (most cited first, 3 of 3)

- [Bias-Corrected Peaks-Over-Threshold Estimation of the CVaR](https://mlsanity.com/paper/2103.05059/) (2021)
- [AdaPT-GMM: Powerful and robust covariate-assisted multiple testing](https://mlsanity.com/paper/2106.15812/) (2021)
- [New explanations and inference for least angle regression](https://mlsanity.com/paper/2602.02491/) (2026)

## Abstract (arXiv)

We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H1,dots,Hk, of hypotheses. A rejection rule in this setting amounts to a procedure for choosing the stopping point k. This setting is inspired by the sequential nature of many model selection problems, where choosing a stopping point or a model is equivalent to rejecting all hypotheses up to that point and none thereafter. We propose two new testing procedures, and prove that they control the false discovery rate in the ordered testing setting. We also show how the methods can be applied to model selection using recent results on p-values in sequential model selection settings.