Balanced Control of Generalized Error Rates

Consider the problem of testing s hypotheses simultaneously. In this paper, we derivemethods which control the generalized familywise error rate given by the probability ofk or more false rejections, abbreviated k-FWER. We derive both single-step and stepdownprocedures that control the k-FWER in finite samples or asymptotically, depending on thesituation. Moreover, the procedures are asymptotically balanced in an appropriate sense.We briefly consider control of the average number of false rejections.[...]

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Year of publication:	2009-04-01
Authors:	Romano, Joseph P. ; Wolf, Michael
Institutions:	Swiss National Centre of Competence in Research North South <Bern>
Subject:	Multipler Test \| multiple testing \| Fehler \| familywise error rate \| Bootstrap-Statistik

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1 Introduction
2 Overview and Motivation
2.1 Problem at Hand
2.2 Various Error Rates
2.3 Single-step vs. Stepwise Methods
2.4 Previous Work and Introduction of Balance
3 Balanced (Generalized) Simultaneous Confidence Regions
4 Stepdown Methods that Control the k-FWER
5 Asymptotic Results on k-FWER Control
5.1 A Bootstrap Construction
5.2 A General Subsampling Construction
6 Planned Imbalance and Weighted Control of k-FWER
7 Control of Average Number of False Rejections

Persistent link: https://www.econbiz.de/10005868702