An algorithm for construction of multiple hypothesis testing

Koon-Shing Kwong
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Koon-Shing Kwong: National University of Singapore

Computational Statistics, 2001, vol. 16, issue 1, No 9, 165-171

Abstract: Summary Recently, the Simes method for constructing multiple hypothesis tests involving multivariate distributions of the test statistics with a particular form of positive dependence has been proved to strongly control the Type I familywise error rate. In this paper, an algorithm is provided so that distributions of ordered test statistics with certain correlation structures can be exactly and efficiently evaluated. Therefore, in some multiple hypothesis testing we can apply the algorithm to obtain tests which are more powerful than the conservative tests based on the Simes method. An example of how to apply the algorithm to the step-up multiple test procedure with a control treatment is presented.

Keywords: Familywise error rate; Multiple comparisons with a control; Multivariate t distribution (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1007/s001800100057

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