Please use this identifier to cite or link to this item: https://doi.org/10.1007/s001800100057
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dc.titleAn algorithm for construction of multiple hypothesis testing
dc.contributor.authorKwong, K.-S.
dc.date.accessioned2014-10-28T05:09:56Z
dc.date.available2014-10-28T05:09:56Z
dc.date.issued2001
dc.identifier.citationKwong, 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
dc.identifier.issn09434062
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104990
dc.description.abstractRecently, 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/s001800100057
dc.sourceScopus
dc.subjectFamilywise error rate
dc.subjectMultiple comparisons with a control
dc.subjectMultivariate t distribution
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1007/s001800100057
dc.description.sourcetitleComputational Statistics
dc.description.volume16
dc.description.issue1
dc.description.page165-171
dc.identifier.isiut000168484200009
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