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Modified Simes' critical values under independence

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  • Cai, Gengqian
  • Sarkar, Sanat K.

Abstract

Considering independent test statistics, Simes' critical values are modified and newer sets of critical values, each providing an exact control of the type I error rate, are obtained. These modifications, as simulations show, quite often yield more powerful tests than the original Simes' test.

Suggested Citation

  • Cai, Gengqian & Sarkar, Sanat K., 2008. "Modified Simes' critical values under independence," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1362-1368, September.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:12:p:1362-1368
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    References listed on IDEAS

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    1. Gudrun Bernhard & Markus Klein & Gerhard Hommel, 2004. "Global and multiple test procedures using ordered p-values—a review," Statistical Papers, Springer, vol. 45(1), pages 1-14, January.
    2. H. Finner & M. Roters, 1994. "On the limit behaviour of the joint distribution function of order statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 343-349, June.
    3. Hochberg, Yosef & Liberman, Uri, 1994. "An extended Simes' test," Statistics & Probability Letters, Elsevier, vol. 21(2), pages 101-105, September.
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    Cited by:

    1. Jiangtao Gou & Ajit C. Tamhane, 2018. "A Flexible Choice of Critical Constants for the Improved Hybrid Hochberg-Hommel Procedure," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 85-97, May.

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