A sufficient criterion for control of generalised error rates in multiple testing

2013/07/16 by Sebastian Döhler, Döhler, Sebastian
Decision Sciences · Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #Optimal Experimental Design Methods #Statistical Methods and Bayesian Inference #Statistical Methods in Clinical Trials

paper · pdf · doi:10.48550/arxiv.1307.4394

openalex publication_date 2013/07/16 · openalex created_date 2019/06/27 · openalex updated_date 2026/07/28

Abstract

Based on the work of Romano and Shaikh (2006) and Lehmann and Romano (2005) we give a sufficient criterion for controlling generalised error rates for arbitrarily dependent p-values. This criterion is formulated in terms of matrices associated with the corresponding error rates and thus it is possible to view the corresponding critical constants as solutions of sets of certain linear inequalities. This property can in some cases be used to improve the power of existing procedures by finding optimal solutions to an associated linear programming problem.

Citations

• The control of the false discovery rate in multiple testing under dependency
• Balanced control of generalized error rates

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