The frequentist statistical methods applied to search for short-baseline neutrino oscillations induced by a sterile neutrino with mass at the eV scale are reviewed and compared. The comparison is performed under limit setting and signal discovery scenarios, considering both when an oscillation would enhance the neutrino interaction rate in the detector and when it would reduce it. The sensitivity of the experiments and the confidence regions extracted for specific data sets change considerably according to which test statistic is used and the assumptions on its probability distribution. A standardized analysis approach based on the most general kind of hypothesis test is proposed
