Optimal test procedures for multiple hypotheses controlling the familywise expected loss
From MaRDI portal
Publication:6589211
Cites work
- scientific article; zbMATH DE number 6114088 (Why is no real title available?)
- A Theory of some Multiple Decision Problems, I
- A decision theoretic approach to optimization of multiple testing procedures
- Adaptive designs for subpopulation analysis optimizing utility functions
- Aesthetics and power considerations in multiple testing -- a contradiction?
- An improved Bonferroni procedure for multiple tests of significance
- Decision theory results for one-sided multiple comparison procedures
- Large-scale multiple testing under dependence
- Multiple Hypotheses Testing with Weights
- On closed testing procedures with special reference to ordered analysis of variance
- On the Optimality of Some Multiple Comparison Procedures
- Optimal Sample Size for Multiple Testing
- Optimal tests of treatment effects for the overall population and two subpopulations in randomized trials, using sparse linear programming
- Optimal, Two-Stage, Adaptive Enrichment Designs for Randomized Trials, using Sparse Linear Programming
- Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
- Simultaneous Test Procedures--Some Theory of Multiple Comparisons
Cited in
(3)- Discussion on ``Optimal test procedures for multiple hypotheses controlling the familywise expected loss by Willi Maurer, Frank Bretz, and Xiaolei Xun
- Rejoinder to discussions on ``Optimal test procedures for multiple hypotheses controlling the familywise expected loss
- Optimal weighted Bonferroni tests and their graphical extensions
This page was built for publication: Optimal test procedures for multiple hypotheses controlling the familywise expected loss
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589211)
