Bound on FWER for correlated normal

DOI10.1016/J.SPL.2020.108943zbMATH Open1456.62027OpenAlexW3088329057MaRDI QIDQ826684FDOQ826684

Authors: Nabaneet Das, Subir Kumar Bhandari 

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108943

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zbMATH Keywords

multiple hypothesis testingBonferroni's methodcorrelated normalfamily-wise error rate (FWER)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Title not available (Why is that?)
• Correlated \(z\)-values and the accuracy of large-scale statistical estimates
• Title not available (Why is that?)
• On methods controlling the false discovery rate
• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors

Cited In (5)

• FWER goes to zero for correlated normal
• Correlation lower bounds from correlation upper bounds
• Bounds on generalized family-wise error rates for normal distributions
• Asymptotics of Bonferroni for dependent normal test statistics
• Behavior of FWER in Normal Distributions

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