Bound on FWER for correlated normal

DOI10.1016/J.SPL.2020.108943MaRDI QIDQ826684zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• Correlated z-values and the accuracy of large-scale statistical estimates
• scientific article; zbMATH DE number 3712886 (Why is no real title available?)
• scientific article; zbMATH DE number 6122810 (Why is no real title available?)
• On methods controlling the false discovery rate
• Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors

Cited in

(9)

• FWER goes to zero for correlated normal
• Correlation lower bounds from correlation upper bounds
• Asymptotics of Bonferroni for dependent normal test statistics
• Behavior of FWER in Normal Distributions
• Bounds on generalized family-wise error rates for normal distributions
• An asymptotically exact multiple testing procedure under dependence
• Asymptotics in multiple hypotheses testing under dependence: beyond normality
• FWER for normal distribution in nearly independent setup
• On limiting behaviors of stepwise multiple testing procedures

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