|
Activity Number:
|
115
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Monday, August 3, 2009 : 8:30 AM to 10:20 AM
|
|
Sponsor:
|
WNAR
|
| Abstract - #305532 |
|
Title:
|
A New Optimality Property of the Holm Multiple Testing Procedure
|
|
Author(s):
|
Alexander Y. Gordon*+
|
|
Companies:
|
The University of North Carolina at Charlotte
|
|
Address:
|
Department of Mathematics, Charlotte, NC, 28223,
|
|
Keywords:
|
Holm procedure ; monotone procedure ; unimprovable procedure
|
|
Abstract:
|
The Holm multiple testing procedure (MTP) was introduced as an improvement of the Bonferroni procedure still controlling the familywise error rate (FWER) at the same level. This improvement is known to be the best possible in the class of monotone step-down MTPs: the Holm procedure dominates every such procedure controlling the FWER at the same level. Here the term "step-down" is understood in the most general sense, and the monotonicity means that reducing some p-values we can only increase the number of rejections. Examples show that the monotonicity alone does not imply such a strong optimality statement. However, in the class of all monotone MTPs controlling the FWER at a fixed level, the Holm procedure still enjoys the property of unimprovability.
|
- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
Back to the full JSM 2009 program |
