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A note on adaptive Bonferroni and Holm procedures under dependence

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  • Wenge Guo

Abstract

Hochberg & Benjamini (1990) first presented adaptive procedures for controlling familywise error rate. However, until now, it has not been proved that these procedures control the familywise error rate. We introduce a simplified version of Hochberg & Benjamini's adaptive Bonferroni and Holm procedures. Assuming a conditional dependence model, we prove that the former procedure controls the familywise error rate in finite samples while the latter controls it approximately. Copyright 2009, Oxford University Press.

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  • Wenge Guo, 2009. "A note on adaptive Bonferroni and Holm procedures under dependence," Biometrika, Biometrika Trust, vol. 96(4), pages 1012-1018.
    • Handle: RePEc:oup:biomet:v:96:y:2009:i:4:p:1012-1018
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    File URL: http://hdl.handle.net/10.1093/biomet/asp048
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    Cited by:

    1. 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.
    2. Zhao, Haibing & Fung, Wing Kam, 2016. "A powerful FDR control procedure for multiple hypotheses," Computational Statistics & Data Analysis, Elsevier, vol. 98(C), pages 60-70.
    3. Zhao, Haibing, 2014. "Adaptive FWER control procedure for grouped hypotheses," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 63-70.

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