On optimality of stepdown and stepup multiple test procedures

被引:27
作者
Lehmann, EL [1 ]
Romano, JP
Shaffer, JP
机构
[1] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
[2] Stanford Univ, Dept Stat, Stanford, CA 94305 USA
关键词
familywise error rate; maximin; monotonocity; multiple testing; stepdown and stepup procedures;
D O I
10.1214/009053605000000066
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:1084 / 1108
页数:25
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