Bonferroni-type Plug-in Procedure Controlling Generalized Familywise Error Rate

Li Wang and Xingzhong Xu

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 14, 3042-3055

Abstract: Consider the multiple hypotheses testing problem controlling the generalized familywise error rate k-FWER, the probability of at least k false rejections. We propose a plug-in procedure based on the estimation of the number of true null hypotheses. Under the independence assumption of the p-values corresponding to the true null hypotheses, we first introduce the least favorable configuration (LFC) of k-FWER for Bonferroni-type plug-in procedure, then we construct a plug-in k-FWER-controlled procedure based on LFC. For dependent p-values, we establish the asymptotic k-FWER control under some mild conditions. Simulation studies suggest great improvement over generalized Bonferroni test and generalized Holm test.

Date: 2015
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DOI: 10.1080/03610926.2013.799696

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