Hommel's procedure in linear time

DOI10.1002/BIMJ.201700316MaRDI QIDQ4626708zbMATH OpenOpenAlexWikidataFDO

Authors Rosa J. Meijer, Jelle J. Goeman, Thijmen J. P. Krebs

Publication date 28 February 2019

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.08273

zbMATH Keywords

close testingconvex hullHochbergSimes test

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Paired and multiple comparisons; multiple testing (62J15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: Hommel's and Hochberg's procedures for familywise error control are both derived as shortcuts in a closed testing procedure with the Simes local test. Hommel's shortcut is exact but takes quadratic time in the number of hypotheses. Hochberg's shortcut takes only linearithmic time, but is conservative. In this paper we present an exact shortcut in linearithmic time, combining the strengths of both procedures. The novel shortcut also applies to a robust variant of Hommel's procedure that does not require the assumption of the Simes inequality.

Recommendations

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Cites work

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Cited in

(6)

• Testing partial conjunction hypotheses under dependency, with applications to meta-analysis
• Correction to: ``Simultaneous confidence regions for closed tests, including Holm-, Hochberg-, and Hommel-related procedures
• Linear-Time Version of Holub’s Algorithm for Morphic Imprimitivity Testing
• LINEAR TIME IN HYPERSEQUENT FRAMEWORK
• Statistical inference on the significance of rows and columns for matrix-valued data in an additive model
• Permutation-based true discovery proportions for functional magnetic resonance imaging cluster analysis

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Uses Software

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• breastCancerNKI

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