Generalized Holm’s procedure for multiple hypotheses testing problems
Huajiang Li,
Yi Ma and
Hong Zhou
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 15, 7503-7510
Abstract:
A generalized Holm’s procedure is proposed which can reject several null hypotheses at each step sequentially and also strongly controls the family-wise error rate regardless of the dependence of individual test statistics. The new procedure is more powerful than Holm’s procedure if the number of rejections m and m > 0 is prespecified before the test.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7503-7510
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DOI: 10.1080/03610926.2016.1154158
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