Acknowledgments
The article was completed while Xu Han was a postdoctoral fellow at Princeton University. This research was partly supported by National Science Foundation NSF grants DMS-0704337 and DMS-1206464 and National Institutes of Health (NIH) grant R01-GM072611. We would like to thank the editors Leonard A. Stefanski and Xuming He for organizing this stimulating discussion, with a conscientious effort to invite outstanding researchers from diverse backgrounds that make the discussion more thought-provoking. We are also very grateful to all discussants (Aurore Delaigle, Peter Hall, Jiashun Jin, Armin Schwartzman, and Larry Wasserman) for their insightful and stimulating comments, touching practical, methodological, and philosophical aspects of large-scale hypothesis testing problems, and offering deep insights to the problem. Their contributions are very timely and helpful. We treasure the opportunity to respond the questions raised by the discussants.