Multiple testing of one-sided hypotheses: combining Bonferroni and the bootstrap

Joseph P. Romano and Michael Wolf

No 254, ECON - Working Papers from Department of Economics - University of Zurich

Abstract: In many multiple testing problems, the individual null hypotheses (i) concern univariate parameters and (ii) are one-sided. In such problems, power gains can be obtained for bootstrap multiple testing procedures in scenarios where some of the parameters are 'deep in the null' by making certain adjustments to the null distribution under which to resample. In this paper, we compare a Bonferroni adjustment that is based on finite-sample considerations with certain 'asymptotic' adjustments previously suggested in the literature.

Keywords: Bonferroni; multiple hypothesis testing; stepwise method (search for similar items in EconPapers)
JEL-codes: C12 C14 (search for similar items in EconPapers)
Date: 2017-06
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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