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On Optimality of Stepdown and Stepup Multiple Test Procedures

E. L. Lehmann·Joseph P. Romano·Juliet Popper Shaffer
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Abstract

Consider the multiple testing problem of testing k null hypotheses, where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error rate in the strong sense and which satisfy a monotonicity condition. Under these assumptions, we prove certain maximin optimality results for some well-known stepdown and stepup procedures.

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E. L. Lehmann, Joseph P. Romano, Juliet Popper Shaffer. 2005-07-21. On Optimality of Stepdown and Stepup Multiple Test Procedures. https://doi.org/10.1214/009053605000000066

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