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.
Publié le : 2005-06-14
Classification:
Familywise error rate,
maximin,
monotonocity,
multiple testing,
stepdown and stepup procedures,
62J15,
62F03
@article{1120224096,
author = {Lehmann, E. L. and Romano, Joseph P. and Shaffer, Juliet Popper},
title = {On optimality of stepdown and stepup multiple test procedures},
journal = {Ann. Statist.},
volume = {33},
number = {1},
year = {2005},
pages = { 1084-1108},
language = {en},
url = {http://dml.mathdoc.fr/item/1120224096}
}
Lehmann, E. L.; Romano, Joseph P.; Shaffer, Juliet Popper. On optimality of stepdown and stepup multiple test procedures. Ann. Statist., Tome 33 (2005) no. 1, pp. 1084-1108. http://gdmltest.u-ga.fr/item/1120224096/