On optimality of stepdown and stepup multiple test procedures
E. L. Lehmann, Joseph P. Romano, Juliet Popper Shaffer
The Annals of Statistics · 2005 · Volume 33 · Issue 3
DOI: 10.1214/009053605000000066
Abstract
Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error rate in the strong sense and which satisfy a monotonicity condition. Under these assumptions, we prove certain maximin optimality results for some well-known stepdown and stepup procedures.
Keywords
62F03, 62J15, familywise error rate, maximin, monotonocity, multiple testing, stepdown and stepup procedures
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