Please use this identifier to cite or link to this item: https://doi.org/10.1007/s001800100057
Title: An algorithm for construction of multiple hypothesis testing
Authors: Kwong, K.-S. 
Keywords: Familywise error rate
Multiple comparisons with a control
Multivariate t distribution
Issue Date: 2001
Citation: Kwong, K.-S. (2001). An algorithm for construction of multiple hypothesis testing. Computational Statistics 16 (1) : 165-171. ScholarBank@NUS Repository. https://doi.org/10.1007/s001800100057
Abstract: Recently, the Simes method for constructing multiple hypothesis tests involving multivariate distributions of the test statistics with a particular form of positive dependence has been proved to strongly control the Type I familywise error rate. In this paper, an algorithm is provided so that distributions of ordered test statistics with certain correlation structures can be exactly and efficiently evaluated. Therefore, in some multiple hypothesis testing we can apply the algorithm to obtain tests which are more powerful than the conservative tests based on the Simes method. An example of how to apply the algorithm to the step-up multiple test procedure with a control treatment is presented.
Source Title: Computational Statistics
URI: http://scholarbank.nus.edu.sg/handle/10635/104990
ISSN: 09434062
DOI: 10.1007/s001800100057
Appears in Collections:Staff Publications

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