On optimality of stepdown and stepup multiple test procedures

• 成果类型: Article
• 署名作者: Lehmann, EL; Romano, JP; Shaffer, JP
• 署名单位: University of California System; University of California Berkeley; Stanford University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053605000000066
• 发表日期: 2005
• 页码: 1084-1108
• 关键词: bonferroni procedure

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.