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research article
A comprehensive error rate for multiple testing
October 1, 2020
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.
Type
research article
Web of Science ID
WOS:000571517400004
Publication date
2020-10-01
Publisher
Published in
Volume
61
Issue
5
Start page
1859
End page
1874
Peer reviewed
REVIEWED
Available on Infoscience
October 7, 2020
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