Generalized maximally selected statistics
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Updated: Jul 6, 2026

Selecting Multiple Biomarker Subsets with Similarly Effective Binary Classification Performances
Published on: October 11, 2018
Torsten Hothorn1, Achim Zeileis
1Institut für Statistik, Ludwig-Maximilians-Universität München, München, Germany. Torsten.Hothorn@R-project.org
Summary:
Maximally selected statistics for the estimation of simple cutpoint models are embedded into a generalized conceptual framework based on conditional inference procedures. This powerful framework contains most of the published procedures in this area as special cases, such as maximally selected chi(2) and rank statistics, but also allows for direct construction of new test procedures for less standard test problems. As an application, a novel maximally selected rank statistic is derived from this framework for a censored response partitioned with respect to two ordered categorical covariates and potential interactions. This new test is employed to search for a high-risk group of rectal cancer patients treated with a neo-adjuvant chemoradiotherapy. Moreover, a new efficient algorithm for the evaluation of the asymptotic distribution for a large class of maximally selected statistics is given enabling the fast evaluation of a large number of cutpoints.
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