Global and multiple test procedures using ordered p-values—a review

Gudrun Bernhard, Markus Klein and Gerhard Hommel

Statistical Papers, 2004, vol. 45, issue 1, 14 pages

Abstract: This paper reviews global and multiple tests for the combination ofn hypotheses using the orderedp-values of then individual tests. In 1987, Röhmel and Streitberg presented a general method to construct global level α tests based on orderedp-values when there exists no prior knowledge regarding the joint distribution of the corresponding test statistics. In the case of independent test statistics, construction of global tests is available by means of recursive formulae presented by Bicher (1989), Kornatz (1994) and Finner and Roters (1994). Multiple test procedures can be developed by applying the closed test principle using these global tests as building blocks. Liu (1996) proposed representing closed tests by means of “critical matrices” which contain the critical values of the global tests. Within the framework of these theoretical concepts, well-known global tests and multiple test procedures are classified and the relationships between the different tests are characterised. Copyright Springer-Verlag 2004

Keywords: Closed test procedures; Cut-off tests; Global tests; Multiple test procedures; Orderedp-values (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/BF02778266

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