A Generalized Sidak-Holm Procedure and Control of Generalized Error Rates under Independence
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DOI: 10.2202/1544-6115.1247
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Cited by:
- Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021. "Empirical Bayes Control of the False Discovery Exceedance," Working Papers 2115, Federal Reserve Bank of Dallas.
- Alessio Farcomeni, 2009. "Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 501-517, September.
- Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song, 2011. "Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1695-1705, November.
- Martin, Ian W.R. & Nagel, Stefan, 2022.
"Market efficiency in the age of big data,"
Journal of Financial Economics, Elsevier, vol. 145(1), pages 154-177.
- Ian Martin & Stefan Nagel, 2019. "Market Efficiency in the Age of Big Data," NBER Working Papers 26586, National Bureau of Economic Research, Inc.
- Martin, Ian W.R. & Nagel, Stefan, 2022. "Market efficiency in the age of big data," LSE Research Online Documents on Economics 112960, London School of Economics and Political Science, LSE Library.
- Martin, Ian & Nagel, Stefan, 2019. "Market Efficiency in the Age of Big Data," CEPR Discussion Papers 14235, C.E.P.R. Discussion Papers.
- Ian Martin & Stefan Nagel, 2019. "Market Efficiency in the Age of Big Data," CESifo Working Paper Series 8015, CESifo.
- Edward L. Korn & Boris Freidlin, 2008. "A Note on Controlling the Number of False Positives," Biometrics, The International Biometric Society, vol. 64(1), pages 227-231, March.
- Li Wang, 2019. "Weighted multiple testing procedure for grouped hypotheses with k-FWER control," Computational Statistics, Springer, vol. 34(2), pages 885-909, June.
- Cerioli, Andrea & Farcomeni, Alessio, 2011. "Error rates for multivariate outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 544-553, January.
- Wang, Li, 2022. "New testing procedures with k-FWER control for discrete data," Statistics & Probability Letters, Elsevier, vol. 180(C).
- L. Finos & A. Farcomeni, 2011. "k-FWER Control without p -value Adjustment, with Application to Detection of Genetic Determinants of Multiple Sclerosis in Italian Twins," Biometrics, The International Biometric Society, vol. 67(1), pages 174-181, March.
- Wang, Li & Xu, Xingzhong, 2012. "Step-up procedure controlling generalized family-wise error rate," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 775-782.
- Kramer, Dennis A. & Lamb, Christina & Page, Lindsay C., 2021. "The effects of default choice on student loan borrowing: Experimental evidence from a public research university," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 470-489.
- Miecznikowski Jeffrey C. & Gaile Daniel P., 2014. "A novel characterization of the generalized family wise error rate using empirical null distributions," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 13(3), pages 299-322, June.
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Keywords
false discovery proportion; generalized familywise error rate; multiple testing; p-value; Sidak procedure; stepdown procedure;All these keywords.
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