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

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)

Recommendations

• Asymptotics of Bonferroni for dependent normal test statistics
• Is the Simes improved Bonferroni procedure conservative?
• An improved Bonferroni procedure for multiple tests of significance
• Modified Simes' critical values under positive dependence
• Generalizations of the familywise error rate

Cites work

• scientific article; zbMATH DE number 3712886 (Why is no real title available?)
• scientific article; zbMATH DE number 6122810 (Why is no real title available?)
• Correlated \(z\)-values and the accuracy of large-scale statistical estimates
• 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

This page was built for publication: Bound on FWER for correlated normal

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q826684)