A comprehensive error rate for multiple testing

Over the last two decades, a large variety of type I error rates and control procedures have been proposed in the field of multiple hypotheses testing. This paper proposes a framework that includes many existing proposals by investigating procedures in which the orderedp-values are compared to an arbitrary positive and non-decreasing threshold sequence. For this case, we derive the error rate being controlled under different assumptions on thep-values. Our focus will be on step-up procedures. The new formulation gives insight into the relations between existing error rates and opens new perspectives for the whole field of multiple testing.


Published in:
Statistical Papers, 61, 5, 1859-1874
Year:
Oct 01 2020
Publisher:
New York, SPRINGER
ISSN:
0932-5026
1613-9798
Keywords:
Laboratories:




 Record created 2020-10-07, last modified 2020-10-15


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