Modified Simes' critical values under independence

Gengqian Cai and Sanat K. Sarkar

Statistics & Probability Letters, 2008, vol. 78, issue 12, 1362-1368

Abstract: Considering independent test statistics, Simes' critical values are modified and newer sets of critical values, each providing an exact control of the type I error rate, are obtained. These modifications, as simulations show, quite often yield more powerful tests than the original Simes' test.

Date: 2008
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