A note on adaptive Bonferroni and Holm procedures under dependence

Abstract

Hochberg & Benjamini ( 1990 ) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini’s adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately.